Examination of multiple conditional quantile functions provides a comprehensive view of the relationship between the response and covariates. In situations where quantile slope coefficients share some common features, estimation efficiency and model interpretability can be improved by utilizing...

In this article, we consider variable selection in robust regression models for longitudinal data. We propose a penalized robust estimating equation to estimate the regression parameters and to select the important covariate variables simultaneously. Under some regularity conditions, we show the...