Pages that link to "Item:Q892456"
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The following pages link to Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456):
Displayed 11 items.
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Smooth expectiles for panel data using penalized splines (Q517410) (← links)
- Improving estimation efficiency in quantile regression with longitudinal data (Q894786) (← links)
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements (Q1623805) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- Composite quantile regression for correlated data (Q1658431) (← links)
- Efficient estimation in the partially linear quantile regression model for longitudinal data (Q1746542) (← links)
- Weighted quantile regression for longitudinal data (Q2354749) (← links)
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)