Pages that link to "Item:Q5754769"
From MaRDI portal
The following pages link to New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis (Q5754769):
Displaying 50 items.
- Functional index coefficient models with variable selection (Q888320) (← links)
- One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
- Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models (Q939653) (← links)
- Generalized empirical likelihood inference in semiparametric regression model for longitudinal data (Q960634) (← links)
- Longitudinal data analysis using sufficient dimension reduction method (Q961900) (← links)
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data (Q961915) (← links)
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
- Regularized finite mixture models for probability trajectories (Q998834) (← links)
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data (Q1007448) (← links)
- Rank reducible varying coefficient model (Q1007481) (← links)
- Analyzing longitudinal data with informative observation times under biased sampling (Q1017809) (← links)
- SCAD-penalized regression in high-dimensional partially linear models (Q1020975) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- \(L_{1}\)-estimation in a semiparametric model with longitudinal data (Q1039476) (← links)
- Robust empirical likelihood for partially linear models via weighted composite quantile regression (Q1643001) (← links)
- Subject-wise empirical likelihood inference in partial linear models for longitudinal data (Q1654234) (← links)
- Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- Quantile regression methods with varying-coefficient models for censored data (Q1663290) (← links)
- Generalized F-test for high dimensional regression coefficients of partially linear models (Q1697682) (← links)
- A new orthogonality-based estimation for varying-coefficient partially linear models (Q1726157) (← links)
- Feature screening in ultrahigh-dimensional partially linear models with missing responses at random (Q1727907) (← links)
- Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates (Q1737998) (← links)
- Variable selection for spatial semivarying coefficient models (Q1744709) (← links)
- An RKHS-based approach to double-penalized regression in high-dimensional partially linear models (Q1795582) (← links)
- Estimation and model selection in a class of semiparametric models for cluster data (Q1926004) (← links)
- LAD variable selection for linear models with randomly censored data (Q1936296) (← links)
- Variable selection and parameter estimation for partially linear models via Dantzig selector (Q1938499) (← links)
- Variable selection for functional regression models via the \(L_1\) regularization (Q1942907) (← links)
- Jump estimation in inverse regression (Q1952028) (← links)
- Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates (Q1995860) (← links)
- Efficient estimation of longitudinal data additive varying coefficient regression models (Q2013055) (← links)
- A robust and efficient estimation and variable selection method for partially linear single-index models (Q2015069) (← links)
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis (Q2032183) (← links)
- Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
- New efficient spline estimation for varying-coefficient models with two-step knot number selection (Q2044766) (← links)
- Kernel estimation in semiparametric mixed effect longitudinal modeling (Q2065264) (← links)
- Comparison of two frameworks for analyzing longitudinal data (Q2075707) (← links)
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates (Q2131977) (← links)
- Penalized generalized estimating equations approach to longitudinal data with multinomial responses (Q2132028) (← links)
- Empirical likelihood for partially linear errors-in-variables models with longitudinal data (Q2155655) (← links)
- Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data (Q2192307) (← links)
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data (Q2223100) (← links)
- Partially linear single index models for repeated measurements (Q2252906) (← links)
- Sparse and efficient estimation for partial spline models with increasing dimension (Q2255168) (← links)
- Statistical inference for partially linear regression models with measurement errors (Q2257065) (← links)
- A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← links)
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
