Pages that link to "Item:Q2330530"
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The following pages link to Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530):
Displaying 9 items.
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- Estimation and testing for time-varying quantile single-index models with longitudinal data (Q1662061) (← links)
- Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
- GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
- Local Walsh-average regression for single index varying coefficient models (Q6067491) (← links)
- Robust variable selection in semiparametric mixed effects longitudinal data models (Q6118231) (← links)
- Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data (Q6141717) (← links)