Longitudinal data analysis using \(t\)-type regression.

DOI10.1016/j.jspi.2003.06.002zbMath1040.62056MaRDI QIDQ1429889

Xuming He, Heng-Jian Cui, Douglas G. Simpson

Publication date: 27 May 2004

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.2003.06.002

zbMATH Keywords

Correlation; \(M\)-estimator; Asymptotic normality; Longitudinal data; \(t\)-type regression; One-step estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

62H20: Measures of association (correlation, canonical correlation, etc.)

62F35: Robustness and adaptive procedures (parametric inference)

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A note on self-weighted quantile estimation for infinite variance quantile autoregression models, A robust approach to joint modeling of mean and scale covariance for longitudinal data

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