Empirical likelihood for quantile regression models with longitudinal data (Q622464): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(6 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Zhong-yi Zhu / rank
Normal rank
 
Property / author
 
Property / author: Zhong-yi Zhu / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q57436477 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.017 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2071753108 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Standard errors and covariance matrices for smoothed rank estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile Regression for Correlated Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Bartlett correction of empirical likelihood in the presence of nuisance parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothed empirical likelihood confidence intervals for quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3600722 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood is Bartlett-correctable / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile regression for longitudinal data using the asymmetric Laplace distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap Methods for Median Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-Likelihood for Median Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional empirical likelihood estimation and inference for quantile regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence intervals for a single functional / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood ratio confidence regions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood inference for median regression models for censored survival data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood and general estimating equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Marginal Models for Longitudinal Continuous Proportional Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Censored median regression and profile empirical likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile regression without the curse of unsmoothness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the retransformed mean in a heteroscedastic two-part model / rank
 
Normal rank
Property / cites work
 
Property / cites work: SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile Regression Models with Multivariate Failure Time Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Block empirical likelihood for longitudinal partially linear regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood inference for censored median regression model via nonparametric kernel estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood analysis for the heteroscedastic accelerated failure time model / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:55, 3 July 2024

scientific article
Language Label Description Also known as
English
Empirical likelihood for quantile regression models with longitudinal data
scientific article

    Statements

    Empirical likelihood for quantile regression models with longitudinal data (English)
    0 references
    0 references
    0 references
    31 January 2011
    0 references
    Bartlett correction
    0 references
    confidence region
    0 references
    estimating equation
    0 references
    hypothesis test
    0 references
    kernel smoothing
    0 references
    quantile regression
    0 references
    ophtalmology
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references