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Article
Leveraging single-case results to Bayesian hierarchical modelling
In scientific research, we often aim to learn one or more parameters of instances(objects) from a population—such as the batting averages of a group of baseball players and characteristics of white dwarfs from...
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Article
Estimation and variable selection for generalized functional partially varying coefficient hybrid models
In this article, we propose a novel class of generalized functional partially varying coefficient hybrid models and variable selection procedure in which the explanatory variables include infinite dimensional ...
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Article
Bayesian Local Influence for Spatial Autoregressive Models with Heteroscedasticity
This paper studies Bayesian local influence analysis for the spatial autoregressive models with heteroscedasticity (heteroscedastic SAR models). Two local diagnostic procedures using curvature-based and slope-...
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Article
Quantile regression for linear models with autoregressive errors using EM algorithm
In this paper, we consider the quantile linear regression models with autoregressive errors. By incorporating the expectation–maximization algorithm into the considered model, the iterative weighted least squa...
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Article
Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies
It is very common in AIDS studies that response variable (e.g., HIV viral load) may be subject to censoring due to detection limits while covariates (e.g., CD4 cell count) may be measured with error. Failure t...
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Article
An effective method to reduce the computational complexity of composite quantile regression
In this article, we aim to reduce the computational complexity of the recently proposed composite quantile regression (CQR). We propose a new regression method called infinitely composite quantile regression (ICQ...
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Article
Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
In this paper, we discuss Bayesian joint quantile regression of mixed effects models with censored responses and errors in covariates simultaneously using Markov Chain Monte Carlo method. Under the assumption ...
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Article
Simultaneous variable selection and parametric estimation for quantile regression
In this paper, variable selection techniques in the linear quantile regression model are mainly considered. Based on the penalized quantile regression model, a one-step procedure that can simultaneously perfor...