Mixed effect modelling and variable selection for quantile regression

DOI10.1177/1471082X211033490MaRDI QIDQ6669915zbMATH OpenFDO

Authors Haim Y. Bar, James G. Booth, Martin T. Wells

Publication date 22 January 2025

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082X211033490

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
• Convergence theorems for generalized alternating minimization procedures
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• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• Linear quantile mixed models
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• Needles and straw in a haystack: posterior concentration for possibly sparse sequences
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Quantile regression in linear mixed models: a stochastic approximation EM approach
• Quantile regression via the EM algorithm
• Robust quantile regression using a generalized class of skewed distributions
• Spike and slab variable selection: frequentist and Bayesian strategies
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

• A stochastic algorithm for quantile regression models with fixed effects

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