Linear quantile regression models for longitudinal experiments: an overview
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- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- A Three-step Method for Choosing the Number of Bootstrap Repetitions
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- A resampling method based on pivotal estimating functions
- A simple approach to quantile regression for panel data
- Analysis of longitudinal data
- Asymmetric Least Squares Estimation and Testing
- Bayesian Density Regression
- Bayesian inference for additive mixed quantile regression models
- Bayesian quantile regression
- Bayesian quantile regression for longitudinal data models
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- Bayesian spatial quantile regression
- Bias reduction for high quantiles
- Computational Symmetry in Computer Vision and Computer Graphics
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- Estimating the dimension of a model
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- Estimation of high conditional quantiles for heavy-tailed distributions
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- Informative Drop-Out in Longitudinal Data Analysis
- Instrumental variable quantile regression: a robust inference approach
- Large Sample Properties of Generalized Method of Moments Estimators
- Latent Markov models for longitudinal data
- Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities
- Linear quantile mixed models
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- Local linear spatial quantile regression
- Longitudinal data analysis using generalized linear models
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- Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
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Cited in
(21)- Multistate quantile regression models
- Marginal M-quantile regression for multivariate dependent data
- Latent variable models for the analysis of socio-economic data
- Quantile regression modeling of latent trajectory features with longitudinal data
- Modelling and estimation of nonlinear quantile regression with clustered data
- Hidden semi-Markov-switching quantile regression for time series
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
- Quantile regression and empirical likelihood for the analysis of longitudinal data with monotone missing responses due to dropout, with applications to quality of life measurements from clinical trials
- Expectile and M-quantile regression for panel data
- Quantile regression of longitudinal data with informative observation times
- Parameter estimation and equivalence between CDM and MSOM in quantile regression of longitudinal data models with fixed effects
- Linear quantile mixed models
- Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
- Latent drop-out based transitions in linear quantile hidden Markov models for longitudinal responses with attrition
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- Quantile regression for longitudinal data based on latent Markov subject-specific parameters
- A Bayesian variable selection approach to longitudinal quantile regression
- Distributed quantile regression for longitudinal big data
- Quantile regression in random effects meta-analysis model
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
- Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach
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