Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data

DOI10.1007/S11749-018-0616-0zbMATH Open1420.62177OpenAlexW2895872887MaRDI QIDQ2273189FDOQ2273189

Authors: Jing Lv, Chaohui Guo, Jibo Wu 

Publication date: 18 September 2019

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-018-0616-0

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zbMATH Keywords

longitudinal dataquantile regressionconfidence bandrobustness and efficiencymodified Cholesky decomposition

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

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Cited In (4)

• Ensemble sparse estimation of covariance structure for exploring genetic disease data
• Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
• Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data

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