Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Quantile Mixed Hidden Markov Models for multivariate longitudinal data   The identification of factors associated with mental and behavioral disorders
in early childhood is critical both for psychopathology research and the
support of primary health care practices. Motivated by the Millennium Cohort
Study, in this paper we study the effect of a comprehensive set of covariates
on children's emotional and behavioural trajectories in England. To this end,
we develop a Quantile Mixed Hidden Markov Model for joint estimation of
multiple quantiles in a linear regression setting for multivariate longitudinal
data. The novelty of the proposed approach is based on the Multivariate
Asymmetric Laplace distribution which allows to jointly estimate the quantiles
of the univariate conditional distributions of a multivariate response,
accounting for possible correlation between the outcomes. Sources of unobserved
heterogeneity and serial dependency due to repeated measures are modeled
through the introduction of individual-specific, time-constant random
coefficients and time-varying parameters evolving over time with a Markovian
structure, respectively. The inferential approach is carried out through the
construction of a suitable Expectation-Maximization algorithm without
parametric assumptions on the random effects distribution.

28
The categories of this paper are: alg-geom
11
The categories of this paper are: hep-lat
24
The categories of this paper are: dg-ga
10
The categories of this paper are: q-bio
8
The categories of this paper are: hep-ex
0
The categories of this paper are: hep-ph
25
The categories of this paper are: patt-sol
12
The categories of this paper are: nucl-th
13
The categories of this paper are: quant-ph
29
The categories of this paper are: funct-an
35
The categories of this paper are: mtrl-th
9
The categories of this paper are: nlin
23
The categories of this paper are: solv-int
34
The categories of this paper are: chem-ph
30
The categories of this paper are: q-alg
26
The categories of this paper are: bayes-an