Estimation and inference for multikink expectile regression with longitudinal data
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Cites work
- A continuous threshold expectile model
- A note on estimating the bent line quantile regression model
- Assessing value at risk with CARE, the conditional autoregressive expectile models
- Asymmetric Least Squares Estimation and Testing
- Bent line quantile regression via a smoothing technique
- Bent line quantile regression with application to an allometric study of land mammals' speed and mass
- Bootstrapping Clustered Data
- Common threshold in quantile regressions with an application to pricing for reputation
- Composite change point estimation for bent line quantile regression
- Estimating restricted structural change models
- Estimating structural changes in regression quantiles
- Estimation and Inference for Multi-Kink Quantile Regression
- Extended Bayesian information criteria for model selection with large model spaces
- Fast Bootstrap Confidence Intervals for Continuous Threshold Linear Regression
- Minimizing model fitting objectives that contain spurious local minima by bootstrap restarting
- On confidence intervals for semiparametric expectile regression
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
- Quantile regression with a change-point model for longitudinal data: an application to the study of cognitive changes in preclinical Alzheimer's disease
- Regression Kink With an Unknown Threshold
- Regression Quantiles
- Robust bent line regression
- Segmented mixed models with random changepoints: a maximum likelihood approach with application to treatment for depression study
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
- Testing for change points due to a covariate threshold in quantile regression
- Testing for Threshold Effects in Regression Models
- The cluster bootstrap consistency in generalized estimating equations
- The Lasso for high dimensional regression with a possible change point
Cited in
(6)- Expectile and M-quantile regression for panel data
- Estimation and inference for multi-kink expectile regression with nonignorable dropout
- Inference for high-dimensional linear expectile regression with de-biasing method
- Subgroup analysis for longitudinal data based on a partial linear varying coefficient model with a change plane
- Linear mixed effects double penalized L p -quantile regression model for longitudinal data
- Threshold regression models using mixed-integer programming
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