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

DOI10.1007/S11749-018-0616-0MaRDI QIDQ2273189zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

confidence bandlongitudinal datamodified Cholesky decompositionquantile regressionrobustness and efficiency

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(4)

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

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