Empirical likelihood for quantile regression models with longitudinal data
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Cites work
- scientific article; zbMATH DE number 5503181 (Why is no real title available?)
- scientific article; zbMATH DE number 45789 (Why is no real title available?)
- 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
- Bootstrap Methods for Median Regression Models
- Censored median regression and profile empirical likelihood
- Conditional empirical likelihood estimation and inference for quantile regression models
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood analysis for the heteroscedastic accelerated failure time model
- Empirical likelihood and general estimating equations
- 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
- Empirical likelihood ratio confidence regions
- Estimating the retransformed mean in a heteroscedastic two-part model
- Marginal Models for Longitudinal Continuous Proportional Data
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
- Quantile Regression Models with Multivariate Failure Time Data
- Quantile Regression for Correlated Observations
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile regression without the curse of unsmoothness
- Quantile regression.
- Quasi-Likelihood for Median Regression Models
- Regression Quantiles
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Smoothed empirical likelihood confidence intervals for quantiles
- Standard errors and covariance matrices for smoothed rank estimators
- Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
Cited in
(36)- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Random weighting estimation of confidence intervals for quantiles
- Empirical likelihood and quantile regression in longitudinal data analysis
- Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data
- Single-index Thresholding in Quantile Regression
- Distributed quantile regression for longitudinal big data
- Statistical inference in a growth curve quantile regression model for longitudinal data
- Smoothed empirical likelihood for quantile regression models with response data missing at random
- Robust empirical likelihood for partially linear models via weighted composite quantile regression
- Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information
- Smoothed partially linear quantile regression with nonignorable missing response
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
- Weighted composite quantile regression method via empirical likelihood for non linear models
- Weighted quantile regression for longitudinal data using empirical likelihood
- Weighted quantile regression in varying-coefficient model with longitudinal data
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Improved multiple quantile regression estimation with nonignorable dropouts
- Quantile regression with a change-point model for longitudinal data: an application to the study of cognitive changes in preclinical Alzheimer's disease
- Quantile regression and its empirical likelihood with missing response at random
- Profile composite quantile regression and variable selection for longitudinal data single-index models
- Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
- Quantile regression of longitudinal data with informative observation times
- Quantile regression for mixed models with an application to examine blood pressure trends in China
- Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
- Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates
- Empirical likelihood for generalized linear models with longitudinal data
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- Bayesian empirical likelihood for quantile regression
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation
- Smoothed quantile regression with nonignorable dropouts
- Empirical likelihood for composite quantile regression modeling
- Empirical likelihood for quantile regression models with response data missing at random
- Improving estimation efficiency in quantile regression with longitudinal data
- Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data
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