Bayesian quantile regression for ordinal longitudinal data
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Publication:5035762
DOI10.1080/02664763.2017.1315059OpenAlexW2288940037MaRDI QIDQ5035762FDOQ5035762
Rahim Alhamzawi, Haithem Taha Mohammad Ali
Publication date: 22 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.00297
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Cited In (18)
- Bayesian quantile regression for longitudinal count data
- A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
- Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula
- Bayesian reciprocal LASSO quantile regression
- Dynamic quantile linear models: a Bayesian approach
- Bayesian nonlinear quantile regression approach for longitudinal ordinal data
- A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
- A discrete density approach to Bayesian quantile and expectile regression with discrete responses
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
- Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
- A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques
- Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis
- Bayesian quantile regression for longitudinal data models
- Bayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous data
- Bayesian non-homogeneous cumulative probability models for ordinal data from designed experiments
- Bayesian quantile semiparametric mixed-effects double regression models
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- Bayesian single-index quantile regression for ordinal data
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