Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data

DOI10.1016/j.jmva.2015.07.004zbMath1342.62060OpenAlexW2182028923MaRDI QIDQ900835

You-Gan Wang, Liya Fu

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.07.004

zbMATH Keywords

longitudinal dataquantile regressionempirical likelihoodGaussian copulainduced smoothing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)

Related Items (10)

A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data ⋮ Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data ⋮ Gaussian copula based composite quantile regression in semivarying models with longitudinal data ⋮ Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data ⋮ Robust and smoothing variable selection for quantile regression models with longitudinal data ⋮ Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data ⋮ Copula and composite quantile regression-based estimating equations for longitudinal data ⋮ Robust and efficient estimating equations for longitudinal data partial linear models and its applications ⋮ Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data ⋮ Copula shrinkage and portfolio allocation in ultra-high dimensions

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