Quantile regression for longitudinal data based on latent Markov subject-specific parameters
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- Goodness of Fit and Related Inference Processes for Quantile Regression
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Cited in
(37)- Smoothed quantile regression with nonignorable dropouts
- Weighted quantile regression for longitudinal data
- Multistate quantile regression models
- Marginal M-quantile regression for multivariate dependent data
- Linear quantile regression models for longitudinal experiments: an overview
- Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
- Quantile regression modeling of latent trajectory features with longitudinal data
- Estimation and inference in functional varying-coefficient single-index quantile regression models
- Modelling and estimation of nonlinear quantile regression with clustered data
- Hidden semi-Markov-switching quantile regression for time series
- Information matrix for hidden Markov models with covariates
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Expectile hidden Markov regression models for analyzing cryptocurrency returns
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
- Quantile regression for longitudinal data with a working correlation model
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Generalized linear mixed models based on latent Markov heterogeneity structures
- Brq: an R package for Bayesian quantile regression
- S-estimation of hidden Markov models
- Weighted quantile regression for longitudinal data using empirical likelihood
- Markov-switching quantile autoregression: a Gibbs sampling approach
- Linear quantile mixed models
- Latent drop-out based transitions in linear quantile hidden Markov models for longitudinal responses with attrition
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- Parametric modeling of quantile regression coefficient functions with longitudinal data
- Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm
- A gradient search maximization algorithm for the asymmetric Laplace likelihood
- Quantile hidden semi-Markov models for multivariate time series
- Boosting structured additive quantile regression for longitudinal childhood obesity data
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
- Quantile regression-based Bayesian joint modeling analysis of longitudinal-survival data, with application to an AIDS cohort study
- Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data
- Smooth expectiles for panel data using penalized splines
- Finite mixtures of quantile and M-quantile regression models
- Pursuit of dynamic structure in quantile additive models with longitudinal data
- Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate
- Parsimonious hidden Markov models for matrix-variate longitudinal data
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