Pages that link to "Item:Q4455354"
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The following pages link to Estimation in a semiparametric model for longitudinal data with unspecified dependence structure (Q4455354):
Displaying 50 items.
- Simultaneous mean and covariance estimation of partially linear models for longitudinal data with missing responses and covariate measurement error (Q1659463) (← links)
- Estimation and variable selection for quantile partially linear single-index models (Q1679574) (← links)
- A new orthogonality-based estimation for varying-coefficient partially linear models (Q1726157) (← links)
- Variable selection and joint estimation of mean and covariance models with an application to eQTL data (Q1734403) (← links)
- Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators (Q1761541) (← links)
- Robust estimates in generalized partially linear single-index models (Q1936552) (← links)
- Variable selection for the partial linear single-index model (Q2013035) (← links)
- Kernel estimation in semiparametric mixed effect longitudinal modeling (Q2065264) (← links)
- Generalized partial linear models with nonignorable dropouts (Q2075033) (← links)
- A robust spline approach in partially linear additive models (Q2101391) (← links)
- Smoothed partially linear quantile regression with nonignorable missing response (Q2151592) (← links)
- Robust estimators in a generalized partly linear regression model under monotony constraints (Q2177726) (← links)
- Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model (Q2198824) (← links)
- Statistical inference for the functional quadratic quantile regression model (Q2202044) (← links)
- Plug-in marginal estimation under a general regression model with missing responses and covariates (Q2273147) (← links)
- Nonparametric M-estimation for functional stationary ergodic data (Q2274173) (← links)
- Analysis of panel data partially linear single-index models with serially correlated errors (Q2292009) (← links)
- Weighted quantile regression in varying-coefficient model with longitudinal data (Q2305311) (← links)
- Robust inference in partially linear models with missing responses (Q2343635) (← links)
- Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← links)
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data (Q2357443) (← links)
- Robust estimates in generalized partially linear models (Q2373581) (← links)
- Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection (Q2397982) (← links)
- Estimation and model identification of longitudinal data time-varying nonparametric models (Q2400821) (← links)
- Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data (Q2419161) (← links)
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
- GEE analysis of clustered binary data with diverging number of covariates (Q2429935) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data (Q2444661) (← links)
- Robust inference in generalized partially linear models (Q2445748) (← links)
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations (Q2445806) (← links)
- Robust estimation in generalized semiparametric mixed models for longitudinal data (Q2455470) (← links)
- Two-stage efficient estimation of longitudinal nonparametric additive models (Q2471243) (← links)
- Three-step estimation in linear mixed models with skew-\(t\) distributions (Q2480012) (← links)
- Robust testing with generalized partial linear models for longitudinal data (Q2480037) (← links)
- Empirical likelihood-based inference in a partially linear model for longitudinal data (Q2481287) (← links)
- The law of iterated logarithm of estimators for partially linear panel data models (Q2489853) (← links)
- Generalized estimating equations for variance and covariance parameters in regression credibility models (Q2507613) (← links)
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data (Q2515493) (← links)
- Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data (Q2515857) (← links)
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models (Q2792277) (← links)
- Random Weighting Estimation of Confidence Intervals for Quantiles (Q2802825) (← links)
- Quantile regression with a change-point model for longitudinal data: An application to the study of cognitive changes in preclinical alzheimer's disease (Q2803481) (← links)
- Merging multiple longitudinal studies with study-specific missing covariates: A joint estimating function approach (Q2809517) (← links)
- M-Estimation for partially functional linear regression model based on splines (Q2832642) (← links)
- VARIABLE SELECTION FOR PARTIALLY LINEAR VARYING COEFFICIENT QUANTILE REGRESSION MODEL (Q2921510) (← links)
- A Partially Linear Model Using a Gaussian Process Prior (Q2943791) (← links)
- Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model (Q3100637) (← links)
- Empirical Likelihood Inference for Longitudinal Data with Missing Response Variables and Error-Prone Covariates (Q3100646) (← links)
- Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model (Q3155315) (← links)