Quantile regression for longitudinal data

DOI10.1016/j.jmva.2004.05.006zbMath1051.62059OpenAlexW1981463702MaRDI QIDQ1882935

Roger W. Koenker

Publication date: 1 October 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.05.006

zbMATH Keywords

Hierarchical modelsQuantile regressionL-statisticsRandom effectsRobust estimationShrinkagePenalty methods

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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Uses Software

• R
• PDCO
• SparseM

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