Expectile and M-quantile regression for panel data

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

Linear quantile mixed models
Regression Quantiles
Title not available (Why is that?)
Random-Effects Models for Longitudinal Data
RcppArmadillo: accelerating R with high-performance C++ linear algebra
Quantile regression.
Robust Estimation of a Location Parameter
Asymmetric Least Squares Estimation and Testing
Asymptotics for Lasso-type estimators.
Expectiles and \(M\)-quantiles are quantiles
Quantile regression for longitudinal data
Quantile regression for longitudinal data using the asymmetric Laplace distribution
M-quantiles
Estimation of High Conditional Quantiles for Heavy-Tailed Distributions
Expectile and quantile regression—David and Goliath?
Robust penalized quantile regression estimation for panel data
Optimal expectile smoothing
Semiparametric estimation of a panel data proportional hazards model with fixed effects
An Approach to the Analysis of Repeated Measurements
Linear quantile regression models for longitudinal experiments: an overview
Smooth expectiles for panel data using penalized splines
Quantile regression for nonlinear mixed effects models: a likelihood based perspective
A note on multivariate \(M\)-quantiles
Title not available (Why is that?)
Pseudo-quantile functional data clustering
Double penalized quantile regression for the linear mixed effects model
On the unbiased asymptotic normality of quantile regression with fixed effects
Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models
Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies
Alternative fixed-effects panel model using weighted asymmetric least squares regression
Estimation and inference for multikink expectile regression with longitudinal data
M-quantile regression for multivariate longitudinal data with an application to the millennium cohort study
Longitudinal analysis of the strengths and difficulties questionnaire scores of the millennium cohort study children in England using \(M\)-quantile random-effects regression

This page was built for publication: Expectile and M-quantile regression for panel data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6547770)