Improving estimation efficiency in quantile regression with longitudinal data
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Publication:894786
DOI10.1016/J.JSPI.2015.03.008zbMATH Open1326.62096OpenAlexW2050533324MaRDI QIDQ894786FDOQ894786
Weimin Qian, Yin-Feng Wang, Yanlin Tang, Jingru Li
Publication date: 23 November 2015
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2015.03.008
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Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cited In (16)
- Distributed quantile regression for longitudinal big data
- Quantile regression and empirical likelihood for the analysis of longitudinal data with monotone missing responses due to dropout, with applications to quality of life measurements from clinical trials
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Improved kth power expectile regression with nonignorable dropouts
- Composite quantile estimation for kink model with longitudinal data
- Population-level information for improving quantile regression efficiency
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
- Weighted quantile regression in varying-coefficient model with longitudinal data
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Improved multiple quantile regression estimation with nonignorable dropouts
- Composite quantile regression for correlated data
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
- Quantile regression in longitudinal studies with dropouts and measurement errors
- Title not available (Why is that?)
- Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation
- Improving linear quantile regression for replicated data
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