Bootstrap methods for bias correction and confidence interval estimation for nonlinear quantile regression of longitudinal data
DOI10.1080/00949650802221180zbMATH Open1179.62060OpenAlexW2002034274WikidataQ61781650 ScholiaQ61781650MaRDI QIDQ3401434FDOQ3401434
Authors: Andreas Karlsson 
Publication date: 29 January 2010
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6939
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Cites Work
- Regression Quantiles
- Quasi-Likelihood for Median Regression Models
- Quantile regression for longitudinal data
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
- Nonlinear Quantile Regression Estimation of Longitudinal Data
- On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates
Cited In (7)
- Random weighting estimation of confidence intervals for quantiles
- Local linear estimate of the functional expectile regression
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
- Bootstrapping longitudinal data with multiple levels of variation
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies
- Using bootstrap method to evaluate the estimates of nicotine equivalents from linear mixed model and generalized estimating equation
- Nonlinear Quantile Regression Estimation of Longitudinal Data
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