Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data (Q3462363): Difference between revisions

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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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+Convergence rate of b-spline estimators of nonparametric conditional quantile functions<sup>∗</sup>
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+Varying-coefficient models and basis function approximations for the analysis of repeated measurements
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+Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
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+Variable selection of varying coefficient models in quantile regression
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+New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
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+A simple approach for varying-coefficient model selection
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+The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
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+Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
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+Additive regression and other nonparametric models
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+Variable selection in quantile varying coefficient models with longitudinal data
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+Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
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+Shrinkage Estimation of the Varying Coefficient Model
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+Quantile regression in partially linear varying coefficient models
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+Efficient estimation for semivarying-coefficient models
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+The Adaptive Lasso and Its Oracle Properties
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+Normal rank
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+Variable selection in semiparametric regression analysis for longitudinal data
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