Copula-based pairwise estimator for quantile regression with hierarchical missing data
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 63499 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 2140075 (Why is no real title available?)
- scientific article; zbMATH DE number 1834445 (Why is no real title available?)
- scientific article; zbMATH DE number 1873785 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- 10.1162/jmlr.2003.3.4-5.993
- A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
- AR(1) model with skew-normal innovations
- ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS
- Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data
- Analysis of financial time series
- Bayesian quantile regression
- Copula-based quantile regression for longitudinal data
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
- ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density
- Estimating a smooth monotone regression function
- Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
- Estimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributions
- Estimation of autoregressive models with epsilon-skew-normal innovations
- Every Missingness not at Random Model Has a Missingness at Random Counterpart with Equal Fit
- FRED-MD: A Monthly Database for Macroeconomic Research
- Flexible imputation of missing data.
- Flexible mixture modelling using the multivariate skew-\(t\)-normal distribution
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Improving point and interval estimators of monotone functions by rearrangement
- Inference and missing data
- Inference in the growth curve model under multivariate skew normal distribution
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
- Likelihood inference for a fractionally cointegrated vector autoregressive model
- Linear mixed-effects models using R. A step-by-step approach
- Linear quantile mixed models
- Linear quantile regression models for longitudinal experiments: an overview
- Longitudinal quantile regression in the presence of informative dropout through longitudinal-survival joint modeling
- Maximum Likelihood Estimation of Misspecified Models
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Median Regression Models for Longitudinal Data with Dropouts
- Modelling and estimation of nonlinear quantile regression with clustered data
- Multiple imputation and its application
- Nonlinear regression models under skew scale mixtures of normal distributions
- On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations
- Pseudo-likelihood estimation for incomplete data
- Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile regression for longitudinal data via the multivariate generalized hyperbolic distribution
- Quantile regression for longitudinal data with a working correlation model
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- Quantile regression.
- Quantile regression. Estimation and simulation. Volume 2
- Regression Quantiles
- Robust estimation using multivariate t innovations for vector autoregressive models via ECM algorithm
- Robust m-estimators of multivariate location and scatter
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
- Semiparametric copula quantile regression for complete or censored data
- Simultaneous estimation of quantile curves using quantile sheets
- Skew scale mixtures of normal distributions: properties and estimation
- Stable weights that balance covariates for estimation with incomplete outcome data
- Stepwise multiple quantile regression estimation using non-crossing constraints
- Subset selection for vector autoregressive processes using Lasso
- The EM Algorithm and Extensions, 2E
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- The validation of surrogate endpoints in meta-analyses of randomized experiments
- Transformation of non positive semidefinite correlation matrices
- Twenty-five years of statistics and statistical modelling
- Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach
This page was built for publication: Copula-based pairwise estimator for quantile regression with hierarchical missing data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6976710)
