Pages that link to "Item:Q622464"
From MaRDI portal
The following pages link to Empirical likelihood for quantile regression models with longitudinal data (Q622464):
Displaying 11 items.
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
- Empirical likelihood for quantile regression models with response data missing at random (Q521584) (← links)
- Quantile regression and its empirical likelihood with missing response at random (Q725686) (← 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)
- Quantile regression of longitudinal data with informative observation times (Q901287) (← links)
- Smoothed empirical likelihood for quantile regression models with response data missing at random (Q1622098) (← links)
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements (Q1623805) (← links)
- Robust empirical likelihood for partially linear models via weighted composite quantile regression (Q1643001) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← links)
