Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data (Q764510): Difference between revisions

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-Qi Hua Wang
@@ Property / author: Qi Hua Wang / rank @@
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+Qi Hua Wang
@@ Property / author: Qi Hua Wang / rank @@
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+MaRDI publication profile
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+W2100710950
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+.1260
@@ Property / arXiv ID: 1108.1260 / rank @@
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@@ Property / cites work @@
+Penalized quadratic inference functions for single-index models with longitudinal data
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+Asymptotic results with generalized estimating equations for longitudinal data
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Generalized Partially Linear Single-Index Models
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+On an asymptotically more efficient estimation of the single-index model
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+The EFM approach for single-index models
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+Efficient estimation in conditional single-index regression
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+Optimal smoothing in single-index models
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+Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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+Variable selection for the single-index model
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+Empirical likelihood inference in partially linear single-index models for longitudinal data
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+Longitudinal data analysis using generalized linear models
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+Single-index model selections
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+Residual information criterion for single-index model selections
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+A note on automatic variable selection using smooth-threshold estimating equations
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+Estimation for a partial-linear single-index model
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+Varying-coefficient single-index model
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+Semi-parametric estimation of partially linear single-index models
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+On extended partially linear single-index models
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+The Adaptive Lasso and Its Oracle Properties
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