Pages that link to "Item:Q2042520"
From MaRDI portal
The following pages link to Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520):
Displaying 7 items.
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
- Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← links)
- COPULA-BASED QUANTILE REGRESSION FOR LONGITUDINAL DATA (Q4626688) (← links)
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data (Q5079845) (← links)