Quantile regression for nonlinear mixed effects models: a likelihood based perspective
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Cites work
- scientific article; zbMATH DE number 5668407 (Why is no real title available?)
- scientific article; zbMATH DE number 3768770 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 837912 (Why is no real title available?)
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- Bayesian quantile regression for parametric nonlinear mixed effects models
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- Mixed effects models for complex data
- Mixed-Effects Models in S and S-PLUS
- Monte Carlo sampling methods using Markov chains and their applications
- Multitude of Laplace distributions
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
- Penalized quantile regression for dynamic panel data
- Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Power Transformation Toward a Linear Regression Quantile
- Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
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Cited in
(11)- Modelling and estimation of nonlinear quantile regression with clustered data
- Expectile and M-quantile regression for panel data
- Flexible Bayesian quantile regression for nonlinear mixed effects models based on the generalized asymmetric Laplace distribution
- Approximate inferences for nonlinear mixed effects models with scale mixtures of skew-normal distributions
- Bayesian quantile regression for parametric nonlinear mixed effects models
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Quantile regression in linear mixed models: a stochastic approximation EM approach
- A skew-\(t\) quantile regression for censored and missing data
- Nonlinear Quantile Regression Estimation of Longitudinal Data
- Quantile regression in random effects meta-analysis model
- Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors
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