Pages that link to "Item:Q1882935"

The following pages link to Quantile regression for longitudinal data (Q1882935):

Displaying 46 items.

• Linear quantile mixed models (Q111690) (← links)
• Robust estimation and regression with parametric quantile functions (Q111833) (← links)
• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
• Smoothed quantile regression for panel data (Q284303) (← links)
• Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach (Q288000) (← links)
• Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates (Q311310) (← links)
• Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
• Asymptotics of nonparametric L-1 regression models with dependent data (Q396018) (← links)
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data (Q419227) (← links)
• Geoadditive expectile regression (Q433230) (← links)
• Quantile regression with doubly censored data (Q433239) (← links)
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization (Q433240) (← links)
• P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
• Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
• A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) (← links)
• Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
• Smooth expectiles for panel data using penalized splines (Q517410) (← links)
• Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
• Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
• Quantile regression for right-censored and length-biased data (Q692663) (← links)
• Quantile regression for longitudinal data with a working correlation model (Q693266) (← links)
• Bayesian regularized quantile structural equation models (Q730442) (← links)
• Robust penalized quantile regression estimation for panel data (Q736536) (← links)
• Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
• Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
• Set identification via quantile restrictions in short panels (Q738106) (← links)
• Quantile regression for longitudinal data based on latent Markov subject-specific parameters (Q746190) (← links)
• Quantile regression for nonlinear mixed effects models: a likelihood based perspective (Q779702) (← links)
• A simple approach to quantile regression for panel data (Q4913915) (← links)
• Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
• Composite quantile estimation for kink model with longitudinal data (Q6043142) (← links)
• High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304) (← links)
• Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood (Q6064661) (← links)
• SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection (Q6066203) (← links)
• Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates (Q6069869) (← links)
• Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578) (← links)
• Alternative fixed-effects panel model using weighted asymmetric least squares regression (Q6091271) (← links)
• Generalised M‐quantile random‐effects model for discrete response: An application to the number of visits to physicians (Q6091706) (← links)
• Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression (Q6091721) (← links)
• POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA (Q6098442) (← links)
• Improved multiple quantile regression estimation with nonignorable dropouts (Q6101004) (← links)
• Wild bootstrap inference for penalized quantile regression for longitudinal data (Q6108328) (← links)
• A Bayesian variable selection approach to longitudinal quantile regression (Q6163491) (← links)
• Network and panel quantile effects via distribution regression (Q6199639) (← links)