Modelling and estimation of nonlinear quantile regression with clustered data
From MaRDI portal
Publication:2416737
Recommendations
Cites work
- A Finite Smoothing Algorithm for Linear $l_1 $ Estimation
- A simple approach to quantile regression for panel data
- An interior point algorithm for nonlinear quantile regression
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Bayesian quantile regression for parametric nonlinear mixed effects models
- Conditional Second-Order Generalized Estimating Equations for Generalized Linear and Nonlinear Mixed-Effects Models
- Copula-based nonlinear quantile autoregression
- Equivalence of conditional and marginal regression models for clustered and longitudinal data
- Finite mixtures of quantile and M-quantile regression models
- Fitting Nonlinear and Constrained Generalized Estimating Equations with Optimization Software
- Flexible Bayesian quantile regression for independent and clustered data
- Growth curve modeling. Theory and applications
- Handbook of quantile regression
- scientific article; zbMATH DE number 194144 (Why is no real title available?)
- scientific article; zbMATH DE number 1865744 (Why is no real title available?)
- Linear quantile mixed models
- Linear quantile regression models for longitudinal experiments: an overview
- Misspecifying the shape of a random effects distribution: why getting it wrong may not matter
- Mixed models. Theory and applications with R
- Mixed-Effects Models in S and S-PLUS
- Nonlinear Quantile Regression Estimation of Longitudinal Data
- Penalized quantile regression for dynamic panel data
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- Quantile regression for dynamic panel data with fixed effects
- Quantile regression for longitudinal data
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile regression for longitudinal data with a working correlation model
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
- Quantile regression via iterative least squares computations
- Quantile regression with clustered data
- Quantile regression.
- Reappraising Medfly Longevity
- Regression Quantiles
- Robust penalized quantile regression estimation for panel data
Cited in
(13)- Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors
- Quantile hidden semi-Markov models for multivariate time series
- Quantile regression modeling of latent trajectory features with longitudinal data
- Nonlinear Quantile Regression Estimation of Longitudinal Data
- Modified check loss for efficient estimation via model selection in quantile regression
- S&P 500 volatility, volatility regimes, and economic uncertainty
- Flexible Bayesian quantile regression for nonlinear mixed effects models based on the generalized asymmetric Laplace distribution
- Multistate quantile regression models
- PDE-regularised spatial quantile regression
- Taking advantage of sampling designs in spatial small-area survey studies
- Fast, effective, and coherent time series modelling using the sparsity-ranked Lasso
- Copula-based pairwise estimator for quantile regression with hierarchical missing data
- Non-Conjugate Variational Bayes for Pseudo-Likelihood Mixed Effect Models
This page was built for publication: Modelling and estimation of nonlinear quantile regression with clustered data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2416737)
