Quantile regression for longitudinal data with a working correlation model
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Cites work
- scientific article; zbMATH DE number 4205751 (Why is no real title available?)
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- Between- and Within-Cluster Covariate Effects in the Analysis of Clustered Data
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- Longitudinal data with nonstationary errors: A nonparametric three-stage approach
- Nonlinear Quantile Regression Estimation of Longitudinal Data
- Quantile Regression Models with Multivariate Failure Time Data
- Quantile Regression for Correlated Observations
- 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 without the curse of unsmoothness
- Quantile regression.
- Quasi-Likelihood for Median Regression Models
- Rank-based regression with repeated measurements data
- Regression Quantiles
- Simple resampling methods for censored regression quantiles
- Standard errors and covariance matrices for smoothed rank estimators
Cited in
(41)- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- Smoothed quantile regression with nonignorable dropouts
- Quantile Regression for Correlated Observations
- Weighted quantile regression for longitudinal data
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- Marginal M-quantile regression for multivariate dependent data
- Linear quantile regression models for longitudinal experiments: an overview
- Estimation and variable selection of quantile partially linear additive models for correlated data
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Composite quantile regression for correlated data
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- Quantile regression modeling of latent trajectory features with longitudinal data
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Modelling and estimation of nonlinear quantile regression with clustered data
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- Quantile regression for nonlinear mixed effects models: a likelihood based perspective
- Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach
- Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects
- Copula-based quantile regression for longitudinal data
- scientific article; zbMATH DE number 7307470 (Why is no real title available?)
- Robust and smoothing variable selection for quantile regression models with longitudinal data
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- Weighted quantile regression for longitudinal data using empirical likelihood
- Improved kth power expectile regression with nonignorable dropouts
- A semiparametric Bayesian approach for joint-quantile regression with clustered data
- Linear quantile mixed models
- Marginal quantile regression for varying coefficient models with longitudinal data
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
- Generalized partial linear models with nonignorable dropouts
- Distributed quantile regression for longitudinal big data
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation
- Nonparametric tests for panel count data with unequal observation processes
- scientific article; zbMATH DE number 5586351 (Why is no real title available?)
- Empirical likelihood and quantile regression in longitudinal data analysis
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