Pages that link to "Item:Q1654266"
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The following pages link to A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266):
Displayed 9 items.
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts (Q2042529) (← links)
- Generalized partial linear models with nonignorable dropouts (Q2075033) (← links)
- Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← links)
- Quantile regression estimation for distortion measurement error data (Q5031700) (← links)
- Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) (← links)
- Smoothed quantile regression with nonignorable dropouts (Q5089725) (← links)
- Improved <i>k</i>th power expectile regression with nonignorable dropouts (Q5867698) (← links)
- Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
- Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data (Q6141717) (← links)