Informative Estimation and Selection of Correlation Structure for Longitudinal Data (Q4916506): Difference between revisions

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+Covariance regularization by thresholding
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+Least angle regression. (With discussion)
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+Normal rank
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+High dimensional covariance matrix estimation using a factor model
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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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+Large Sample Properties of Generalized Method of Moments Estimators
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+Varying-coefficient models and basis function approximations for the analysis of repeated measurements
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+Sparse estimation of large covariance matrices via a nested Lasso penalty
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+Longitudinal data analysis using generalized linear models
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+Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data
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+Akaike's Information Criterion in Generalized Estimating Equations
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+Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
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+Improving generalised estimating equations using quadratic inference functions
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+Highly Efficient Aggregate Unbiased Estimating Functions Approach for Correlated Data With Missing at Random
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+Generalized Thresholding of Large Covariance Matrices
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach
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+Marginal nonparametric kernel regression accounting for within-subject correlation
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+Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
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+Regularization Parameter Selections via Generalized Information Criterion
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+The Adaptive Lasso and Its Oracle Properties
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+Normal rank
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+One-step sparse estimates in nonconcave penalized likelihood models
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