Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data

DOI10.1016/j.jmva.2015.07.004zbMath1342.62060MaRDI QIDQ900835

You-Gan Wang, Liya Fu

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.07.004

zbMATH Keywords

longitudinal data; quantile regression; empirical likelihood; Gaussian copula; induced smoothing

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62J12: Generalized linear models (logistic models)

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A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data, Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data

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