Marginal quantile regression for varying coefficient models with longitudinal data
DOI10.1007/S10463-018-0684-7zbMATH Open1436.62152OpenAlexW2887143064MaRDI QIDQ2304243FDOQ2304243
Authors: Weihua Zhao, Weiping Zhang, Heng Lian
Publication date: 9 March 2020
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-018-0684-7
Recommendations
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- P-splines quantile regression estimation in varying coefficient models
- Variable selection in quantile varying coefficient models with longitudinal data
- Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
- Quantile regression in partially linear varying coefficient models
longitudinal dataquantile regressionquadratic inference functionvarying coefficient modelpolynomial splines
Nonparametric regression and quantile regression (62G08) Directional data; spatial statistics (62H11) Numerical computation using splines (65D07)
Cites Work
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- One-step sparse estimates in nonconcave penalized likelihood models
- Noncrossing quantile regression curve estimation
- Quantile regression.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Model Selection and Estimation in Regression with Grouped Variables
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- A practical guide to splines.
- Longitudinal data analysis using generalized linear models
- Quasi-Likelihood for Median Regression Models
- Asymptotic Statistics
- Standard errors and covariance matrices for smoothed rank estimators
- Improving generalised estimating equations using quadratic inference functions
- Statistical estimation in varying coefficient models
- Shrinkage estimation of the varying coefficient model
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Quantile regression for longitudinal data with a working correlation model
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Variable selection of varying coefficient models in quantile regression
- Consistent model selection for marginal generalized additive model for correlated data
- Quantile regression with varying coefficients
- Quantile regression in partially linear varying coefficient models
- Generalized varying coefficient models: A smooth variable selection technique
- Bivariate tensor-product \(B\)-splines in a partly linear model
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Generalized additive partial linear models for clustered data with diverging number of covariates using GEE
- Partially linear single index models for repeated measurements
- Variable selection of the quantile varying coefficient regression models
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Varying-coefficient marginal models and applications in longitudinal data analysis
- P-splines quantile regression estimation in varying coefficient models
- Generalized varying coefficient models for longitudinal data
- Variable selection and estimation for partially linear single-index models with longitudinal data
Cited In (9)
- Linear regression models with general distortion measurement errors
- Title not available (Why is that?)
- Marginal M-quantile regression for multivariate dependent data
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
- P-splines quantile regression estimation in varying coefficient models
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- Varying-coefficient marginal models and applications in longitudinal data analysis
- Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
This page was built for publication: Marginal quantile regression for varying coefficient models with longitudinal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2304243)