Pages that link to "Item:Q892456"
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The following pages link to Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456):
Displayed 26 items.
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Smooth expectiles for panel data using penalized splines (Q517410) (← 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)
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements (Q1623805) (← 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)
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← 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)
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
- Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data (Q4999156) (← links)
- Quantile regression modeling of latent trajectory features with longitudinal data (Q5036944) (← links)
- Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) (← links)
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions (Q5044667) (← links)
- Smoothed quantile regression with nonignorable dropouts (Q5089725) (← links)
- Composite quantile estimation for kink model with longitudinal data (Q6043142) (← links)
- Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
- Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis (Q6079761) (← links)
- Semiparametric function-on-function quantile regression model with dynamic single-index interactions (Q6113821) (← links)
- Robust and smoothing variable selection for quantile regression models with longitudinal data (Q6141438) (← links)