Pages that link to "Item:Q900835"
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The following pages link to Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835):
Displaying 11 items.
- 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)
- Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
- Copula shrinkage and portfolio allocation in ultra-high dimensions (Q2098001) (← links)
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data (Q5077985) (← links)
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data (Q5079845) (← links)
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data (Q6618491) (← links)
- Profile composite quantile regression and variable selection for longitudinal data single-index models (Q6624094) (← links)
