Pages that link to "Item:Q693266"

The following pages link to Quantile regression for longitudinal data with a working correlation model (Q693266):

Displaying 35 items.

• Linear quantile mixed models (Q111690) (← links)
• Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach (Q288000) (← links)
• Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324) (← links)
• Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
• Quantile regression for nonlinear mixed effects models: a likelihood based perspective (Q779702) (← links)
• Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456) (← links)
• Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
• Nonparametric tests for panel count data with unequal observation processes (Q1623430) (← links)
• A Gaussian pseudolikelihood approach for quantile regression with repeated measurements (Q1623805) (← links)
• A semiparametric Bayesian approach for joint-quantile regression with clustered data (Q1623811) (← links)
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
• Composite quantile regression for correlated data (Q1658431) (← links)
• Efficient estimation in the partially linear quantile regression model for longitudinal data (Q1746542) (← links)
• 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)
• Marginal M-quantile regression for multivariate dependent data (Q2143020) (← links)
• Marginal quantile regression for varying coefficient models with longitudinal data (Q2304243) (← links)
• Weighted quantile regression in varying-coefficient model with longitudinal data (Q2305311) (← links)
• Weighted quantile regression for longitudinal data (Q2354749) (← links)
• Weighted quantile regression for longitudinal data using empirical likelihood (Q2360851) (← links)
• Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
• Modelling and estimation of nonlinear quantile regression with clustered data (Q2416737) (← links)
• Quantile regression modeling of latent trajectory features with longitudinal data (Q5036944) (← links)
• Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) (← links)
• Smoothed quantile regression with nonignorable dropouts (Q5089725) (← links)
• (Q5149227) (← links)
• Sufficient dimension folding for a functional of conditional distribution of matrix- or array-valued objects (Q5256290) (← 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)
• Estimation and variable selection of quantile partially linear additive models for correlated data (Q6552568) (← links)
• Distributed quantile regression for longitudinal big data (Q6567424) (← links)
• Penalized weighted smoothed quantile regression for high-dimensional longitudinal data (Q6618491) (← links)
• Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates (Q6636025) (← links)
• Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition (Q6670794) (← links)