Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data
From MaRDI portal
Cites work
- A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
- Block empirical likelihood for longitudinal partially linear regression models
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood and quantile regression in longitudinal data analysis
- Empirical likelihood for linear models
- Empirical likelihood for quantile regression models with longitudinal data
- Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
- Empirical likelihood inference for median regression models for censored survival data
- Empirical likelihood is Bartlett-correctable
- Empirical likelihood ratio confidence intervals for a single functional
- Marginal Models for Longitudinal Continuous Proportional Data
- Methodology and Algorithms of Empirical Likelihood
- Modified empirical likelihood-based confidence intervals for data containing many zero observations
- Quantile regression for longitudinal data
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile regression.
- Regression Quantiles
- Smoothed empirical likelihood confidence intervals for quantiles
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Transforming the empirical likelihood towards better accuracy
Cited in
(3)
This page was built for publication: Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5096670)