Composite hierachical linear quantile regression

DOI10.1007/S10255-014-0267-1zbMath1302.62074OpenAlexW2051763950MaRDI QIDQ403443

Ke-ming Yu, Yan-liang Chen, Mao-Zai Tian, Jian-Xin Pan

Publication date: 29 August 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-014-0267-1

zbMATH Keywords

fixed effectsrandom effectsmultilevel modelcomposite quantile regressionE-CQ algorithm

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (1)

Heteroscedasticity detection and estimation with quantile difference method

Uses Software

• SAS
• MIXED

Cites Work

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• A fast scoring algorithm for maximum likelihood estimation in unbalanced mixed models with nested random effects
• Hierarchical linear regression models for conditional quantiles
• Composite quantile regression and the oracle model selection theory
• Semiparametric quantile modelling of hierarchical data
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Estimation of Time-Response Curves and Their Confidence Bands
• Estimation in Covariance Components Models
• Linear regression with randomly dispersed parameters

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