Quantile regression for longitudinal data

DOI10.1016/J.JMVA.2004.05.006zbMath1051.62059OpenAlexW1981463702MaRDI QIDQ1882935

Roger W. Koenker

Publication date: 1 October 2004

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.05.006

zbMATH Keywords

Hierarchical modelsQuantile regressionL-statisticsRandom effectsRobust estimationShrinkagePenalty methods

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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Uses Software

• PDCO
• SparseM
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Cites Work

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• A note on L-estimates for linear models
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• Asymptotics for Lasso-type estimators.
• Trimmed Least Squares Estimation in the Linear Model
• Regression Quantiles
• Atomic Decomposition by Basis Pursuit
• Commentary—Major Cholesky Would Feel Proud
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Linear Statistical Inference and its Applications
• On Some Useful "Inefficient" Statistics

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