Smoothing combined estimating equations in quantile regression for longitudinal data

DOI10.1007/s11222-012-9358-0zbMath1325.62141OpenAlexW2093560596MaRDI QIDQ892456

Chenlei Leng, Weiping Zhang

Publication date: 19 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-012-9358-0

zbMATH Keywords

efficiencyquantile regressionworking correlationlongitudinal data analysisquadratic inference functioninduced smoothing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Related Items (26)

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Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
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• Inference for censored quantile regression models in longitudinal studies
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• Quasi-Likelihood for Median Regression Models
• Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data
• Analysis of least absolute deviation
• Generalized method of moments estimation for linear regression with clustered failure time data
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• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
• On the use of a working correlation matrix in using generalised linear models for repeated measures
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• Detecting Differential Expressions in GeneChip Microarray Studies
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