Multiple quantile regression analysis of longitudinal data: Heteroscedasticity and efficient estimation
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DOI: 10.1016/j.jmva.2017.01.009
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References listed on IDEAS
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Cited by:
- Petrella, Lea & Raponi, Valentina, 2019. "Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 70-84.
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Keywords
Asymptotic efficiency; Empirical likelihood; Heteroscedasticity test; Longitudinal data; Multiple quantiles;All these keywords.
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