Estimation and inference for multikink expectile regression with longitudinal data
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DOI: 10.1002/sim.9277
Abstract: In this article, we investigate parameter estimation, kink points testing and statistical inference for a longitudinal multikink expectile regression model. The estimators for the kink locations and regression coefficients are obtained by using a bootstrap… read more here.
Keywords: expectile regression; inference; estimation; multikink expectile ... See more keywords