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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+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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+Q3125064
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+Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
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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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+Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
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+Partial Least Squares Estimator for Single-Index 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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+Q4864293
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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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+Penalized Spline Estimation for Partially Linear Single-Index Models
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+Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
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+The Adaptive Lasso and Its Oracle Properties
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