Pages that link to "Item:Q622464"

The following pages link to Empirical likelihood for quantile regression models with longitudinal data (Q622464):

Displaying 28 items.

• Bayesian empirical likelihood for quantile regression (Q447855) (← links)
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
• Empirical likelihood for quantile regression models with response data missing at random (Q521584) (← links)
• Quantile regression and its empirical likelihood with missing response at random (Q725686) (← links)
• Improving estimation efficiency in quantile regression with longitudinal data (Q894786) (← links)
• Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
• Quantile regression of longitudinal data with informative observation times (Q901287) (← links)
• Quantile regression for mixed models with an application to examine blood pressure trends in China (Q902897) (← links)
• Smoothed empirical likelihood for quantile regression models with response data missing at random (Q1622098) (← links)
• A Gaussian pseudolikelihood approach for quantile regression with repeated measurements (Q1623805) (← links)
• Robust empirical likelihood for partially linear models via weighted composite quantile regression (Q1643001) (← links)
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
• Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← links)
• Smoothed partially linear quantile regression with nonignorable missing response (Q2151592) (← links)
• Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
• Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
• Weighted quantile regression in varying-coefficient model with longitudinal data (Q2305311) (← links)
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← links)
• Empirical likelihood for composite quantile regression modeling (Q2346499) (← links)
• Weighted quantile regression for longitudinal data using empirical likelihood (Q2360851) (← links)
• Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data (Q2398408) (← links)
• Random Weighting Estimation of Confidence Intervals for Quantiles (Q2802825) (← links)
• Quantile regression with a change-point model for longitudinal data: An application to the study of cognitive changes in preclinical alzheimer's disease (Q2803481) (← links)
• Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information (Q4563514) (← links)
• Smoothed quantile regression with nonignorable dropouts (Q5089725) (← links)
• Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data (Q5096670) (← links)
• Weighted composite quantile regression method via empirical likelihood for non linear models (Q5154077) (← links)
• Improved multiple quantile regression estimation with nonignorable dropouts (Q6101004) (← links)