Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324): Difference between revisions

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+Standard errors and covariance matrices for smoothed rank estimators
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+Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Quantile regression for longitudinal data with a working correlation model
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+A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
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+Variable selection in high-dimensional partially linear additive models for composite quantile regression
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+Nonparametric and semiparametric models.
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+Regression Quantiles
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+Quasi-Likelihood for Median Regression Models
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+Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
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+Automatic variable selection for longitudinal generalized linear models
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+Variable selection in high-dimensional partly linear additive models
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+Estimation and variable selection for semiparametric additive partial linear models
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+Weighted quantile regression for longitudinal data
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+Spline-backfitted kernel smoothing of partially linear additive model
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+Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
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+Empirical likelihood and quantile regression in longitudinal data analysis
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+A note on automatic variable selection using smooth-threshold estimating equations
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+Estimation and variable selection for generalized additive partial linear models
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+Quantile Regression Models with Multivariate Failure Time Data
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+Modified SEE variable selection for varying coefficient instrumental variable models
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+The Adaptive Lasso and Its Oracle Properties
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