Quantile regression for longitudinal data based on latent Markov subject-specific parameters
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Cites work
- A multivariate extension of the dynamic logit model for longitudinal data based on a latent Markov heterogeneity structure
- A Three-step Method for Choosing the Number of Bootstrap Repetitions
- A Unified Approach to Likelihood Inference on Stochastic Orderings in a Nonparametric Context
- Analysis of panel data
- Bayesian quantile regression
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- Estimating the dimension of a model
- Extremal quantile regression
- Goodness of Fit and Related Inference Processes for Quantile Regression
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 846906 (Why is no real title available?)
- Latent Markov models for longitudinal data
- Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities
- Model Selection and Multimodel Inference
- Nonlinear Quantile Regression Estimation of Longitudinal Data
- Quantile regression for longitudinal data
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile regression in partially linear varying coefficient models
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
- Quantile regression.
- Quasi-Likelihood for Median Regression Models
- Regression Quantiles
- Towards a Unified Theory of Inequality Constrained Testing in Multivariate Analysis
Cited in
(43)- Linear quantile mixed models
- Parsimonious hidden Markov models for matrix-variate longitudinal data
- Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
- Pursuit of dynamic structure in quantile additive models with longitudinal data
- Marginal M-quantile regression for multivariate dependent data
- Quantile hidden semi-Markov models for multivariate time series
- Brq: an R package for Bayesian quantile regression
- Quantile regression-based Bayesian joint modeling analysis of longitudinal-survival data, with application to an AIDS cohort study
- Weighted quantile regression for longitudinal data
- Weighted quantile regression for longitudinal data using empirical likelihood
- Modelling and estimation of nonlinear quantile regression with clustered data
- Latent drop-out based transitions in linear quantile hidden Markov models for longitudinal responses with attrition
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Markov-switching quantile autoregression: a Gibbs sampling approach
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
- Generalized linear mixed models based on latent Markov heterogeneity structures
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Linear quantile regression models for longitudinal experiments: an overview
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- Quantile regression modeling of latent trajectory features with longitudinal data
- Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm
- Smoothed quantile regression with nonignorable dropouts
- Smooth expectiles for panel data using penalized splines
- Finite mixtures of quantile and M-quantile regression models
- A gradient search maximization algorithm for the asymmetric Laplace likelihood
- Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate
- scientific article; zbMATH DE number 2222303 (Why is no real title available?)
- Information matrix for hidden Markov models with covariates
- Expectile hidden Markov regression models for analyzing cryptocurrency returns
- Estimation and inference in functional varying-coefficient single-index quantile regression models
- Multistate quantile regression models
- Boosting structured additive quantile regression for longitudinal childhood obesity data
- Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data
- A spatiotemporal quantile regression model for emergency department expenditures
- Longitudinal quantile regression in the presence of informative dropout through longitudinal-survival joint modeling
- Bayesian quantile regression-based nonlinear mixed-effects joint models for time-to-event and longitudinal data with multiple features
- Quantile regression for longitudinal data with a working correlation model
- Mid-quantile regression for discrete panel data
- Exact score and information matrix for panel hidden semi-Markov models
- Quantile regression with nominated samples: an application to a bone mineral density study
- S-estimation of hidden Markov models
- Hidden semi-Markov-switching quantile regression for time series
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