A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
From MaRDI portal
Publication:1654266
DOI10.1016/j.csda.2017.02.015zbMath1464.62124OpenAlexW2597242268MaRDI QIDQ1654266
Yalian Li, Jing Lv, Hu Yang, Chaohui Guo
Publication date: 7 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2017.02.015
robustnesslongitudinal datamoving averagecomposite quantile regressionmodified Cholesky decompositionsmoothed estimating equation
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)
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