Bayesian quantile regression for parametric nonlinear mixed effects models
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Publication:1934287
DOI10.1007/s10260-012-0190-7zbMath1329.62150OpenAlexW1971506764MaRDI QIDQ1934287
Publication date: 28 January 2013
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-012-0190-7
Related Items (8)
A semiparametric Bayesian approach for joint-quantile regression with clustered data ⋮ Modelling and estimation of nonlinear quantile regression with clustered data ⋮ Flexible Bayesian quantile regression for nonlinear mixed effects models based on the generalized asymmetric Laplace distribution ⋮ Quantile regression in random effects meta-analysis model ⋮ Bayesian analysis of dynamic panel data by penalized quantile regression ⋮ An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR ⋮ Linear quantile mixed models ⋮ Quantile regression for nonlinear mixed effects models: a likelihood based perspective
Uses Software
Cites Work
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- A note on L-estimates for linear models
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- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Bayesian Quantile Regression for Longitudinal Studies with Nonignorable Missing Data
- Regression Quantiles
- Adaptive Rejection Metropolis Sampling within Gibbs Sampling
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Bayesian Analysis of Linear and Non-Linear Population Models by Using the Gibbs Sampler
- Nonlinear Quantile Regression Estimation of Longitudinal Data
- A Simplex Method for Function Minimization
- Bayesian quantile regression
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