GEE analysis for longitudinal single-index quantile regression

DOI10.1016/J.JSPI.2017.02.011MaRDI QIDQ2407069zbMATH OpenOpenAlexFDO

Authors Weihua Zhao, Heng Lian, Hua Liang

Publication date 28 September 2017

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2017.02.011

zbMATH Keywords

asymptotic normalityquantile regressionestimating equationsB-splinessingle-index models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Asymptotic distribution theory in statistics (62E20)

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Cited in

(16)

• Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
• Quantile regression estimation for distortion measurement error data
• Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis
• Parametric modeling of quantile regression coefficient functions with longitudinal data
• Principal single-index varying-coefficient models for dimension reduction in quantile regression
• Smoothing combined estimating equations in quantile regression for longitudinal data
• Estimation and inference in functional varying-coefficient single-index quantile regression models
• Profile composite quantile regression and variable selection for longitudinal data single-index models
• Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
• Quantile regression of dynamic single index varying coefficient models
• Pursuit of dynamic structure in quantile additive models with longitudinal data
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions
• Bayesian analysis in single-index quantile regression with missing observation
• Detection of marginal heteroscedasticity for partial linear single-index models

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