Quantile regression for longitudinal data

Journal of Multivariate Analysis - Tập 91 Số 1 - Trang 74-89 - 2004
Roger Koenker1
1Department of Economics, University of Illinois at Urbana-Champaign, Box 111-1206 South-Sixth St., Champaign, IL 61820, USA

Tóm tắt

Từ khóa


Tài liệu tham khảo

Chambers, 1998

Cole, 1988, Fitting smoothed centile curves to reference data, J. Roy. Statist. Soc. A, 151, 385, 10.2307/2982992

Donoho, 1998, Atomic decomposition by basis pursuit, SIAM J. Sci. Comput., 20, 33, 10.1137/S1064827596304010

Goldberger, 1962, Best linear unbiased prediction in the generalized linear regression model, J. Amer. Statist. Assoc., 57, 369, 10.1080/01621459.1962.10480665

Henderson, 1950, Estimation of Genetic Parameters (Abstract), Ann. Math. Statist., 21, 309

Ihaka, 1996, R, J. Comput. Graphical Statist., 5, 299

Knight, 1998, Ann. Statist., 26, 755, 10.1214/aos/1028144858

K. Knight, Comparing conditional quantile estimators: first and second order considerations, preprint, 2001

Knight, 2000, Asymptotics for Lasso-type estimators, Ann. Statist., 28, 1356, 10.1214/aos/1015957397

Koenker, 1984, A note on L-estimators for linear models, Statist. Probab. Lett., 2, 323, 10.1016/0167-7152(84)90040-3

Koenker, 1978, Regression quantiles, Econometrica, 46, 33, 10.2307/1913643

Koenker, 2003, SparseM, J. Statist. Software, 8, 1, 10.18637/jss.v008.i06

Lindley, 1972, Bayes estimates for the linear model, J. Roy. Statist. Soc. (B), 34, 1

Mosteller, 1946, On some useful “inefficient” statistics, Ann. Math. Statist., 17, 377, 10.1214/aoms/1177730881

Rao, 1973

Robinson, 1991, That BLUP is a good thing, Statist. Sci., 6, 15, 10.1214/ss/1177011926

Ruppert, 1980, Trimmed least squares estimation in the linear model, J. Am. Stat. Asso., 75, 828, 10.1080/01621459.1980.10477560

Saunders, 1994, Major Cholesky would feel proud, ORSA J. Comput., 6, 23, 10.1287/ijoc.6.1.23

1959

Tibshirani, 1996, Regression shrinkage and selection via the lasso, J. Roy. Statist. Soc. B, 58, 267