Shrinkage estimation of fixed and random effects in linear quantile mixed models

DOI10.1080/02664763.2021.1962262MaRDI QIDQ5044676zbMATH OpenOpenAlexFDO

Authors Yonggang Ji, Haifang Shi

Publication date 2 November 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2021.1962262

zbMATH Keywords

Cholesky decompositionexpectile mixed regressionMetropolis-Hastings acceptance-rejectionpartially collapsed Gibbs samplingquantile mixed regression

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

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Cited in

(2)

• Shrinkage estimation strategy in quasi-likelihood models
• A stochastic algorithm for quantile regression models with fixed effects

Describes a project that uses

Uses Software

• R

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