Composite hierachical linear quantile regression

DOI10.1007/S10255-014-0267-1MaRDI QIDQ403443zbMATHOpenAlexFDO

Authors Yan-liang Chen, Keming Yu, Maozai Tian, Jianxin Pan

Publication date 29 August 2014

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-014-0267-1

zbMATH Keywords

fixed effectsrandom effectscomposite quantile regressionmultilevel modelE-CQ algorithm

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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• Semiparametric hierarchical composite quantile regression
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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 709354 (Why is no real title available?)
• scientific article; zbMATH DE number 1865518 (Why is no real title available?)
• scientific article; zbMATH DE number 3390151 (Why is no real title available?)
• scientific article; zbMATH DE number 3405374 (Why is no real title available?)
• A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects
• Composite quantile regression and the oracle model selection theory
• Estimation in Covariance Components Models
• Estimation of Time-Response Curves and Their Confidence Bands
• Hierarchical linear regression models for conditional quantiles
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Linear regression with randomly dispersed parameters
• Quantile regression.
• Semiparametric quantile modelling of hierarchical data

Cited in

(7)

• Composite quantile regression for correlated data
• Estimation of linear composite quantile regression using EM algorithm
• Hierarchical linear regression models for conditional quantiles
• Semiparametric quantile modelling of hierarchical data
• Heteroscedasticity detection and estimation with quantile difference method
• General composite quantile regression: Theory and methods
• Semiparametric hierarchical composite quantile regression

Describes a project that uses

Uses Software

• SAS
• MIXED

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