Improving estimation efficiency in quantile regression with longitudinal data

DOI10.1016/J.JSPI.2015.03.008zbMath1326.62096OpenAlexW2050533324MaRDI QIDQ894786

Yanlin Tang, Jingru Li, Wei-Min Qian, Yin-Feng Wang

Publication date: 23 November 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.03.008

zbMATH Keywords

weighted estimatorestimating equationquadratic inference functionsmoothed empirical likelihood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (10)

A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data ⋮ Composite quantile regression for correlated data ⋮ Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data ⋮ Composite quantile estimation for kink model with longitudinal data ⋮ Improved multiple quantile regression estimation with nonignorable dropouts ⋮ Efficient estimation in the partially linear quantile regression model for longitudinal data ⋮ Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation ⋮ Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data ⋮ Weighted quantile regression in varying-coefficient model with longitudinal data ⋮ Improved kth power expectile regression with nonignorable dropouts

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