Pages that link to "Item:Q1623805"
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The following pages link to A Gaussian pseudolikelihood approach for quantile regression with repeated measurements (Q1623805):
Displayed 6 items.
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324) (← links)
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
- A Comparison of Correlation Structure Selection Penalties for Generalized Estimating Equations (Q6039631) (← links)
- Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis (Q6107193) (← links)