Pages that link to "Item:Q2359501"
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The following pages link to Variable selection in quantile varying coefficient models with longitudinal data (Q2359501):
Displaying 37 items.
- Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
- Quantile regression for single-index-coefficient regression models (Q273760) (← links)
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
- Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
- A new orthogonality-based estimation for varying-coefficient partially linear models (Q1726157) (← links)
- Variable selection for spatial semivarying coefficient models (Q1744709) (← links)
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
- Two step composite quantile regression for single-index models (Q1800087) (← links)
- Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications (Q2002725) (← links)
- Least product relative error estimation for identification in multiplicative additive models (Q2059640) (← links)
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← links)
- Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
- A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← links)
- Weighted quantile regression in varying-coefficient model with longitudinal data (Q2305311) (← links)
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models (Q2315946) (← links)
- Jump-detection-based estimation in time-varying coefficient models and empirical applications (Q2404166) (← links)
- Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
- Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data (Q3462363) (← links)
- Spatial Shrinkage Via the Product Independent Gaussian Process Prior (Q5066489) (← links)
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data (Q5077985) (← links)
- Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system (Q5081038) (← links)
- Shrinkage estimation for identification of linear components in composite quantile additive models (Q5083888) (← links)
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data (Q5083950) (← links)
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data (Q5220801) (← links)
- Robust variable selection in modal varying-coefficient models with longitudinal (Q5222265) (← links)
- Structural identification and variable selection in high-dimensional varying-coefficient models (Q5266564) (← links)
- Unified variable selection for varying coefficient models with longitudinal data (Q6076833) (← links)
- Quantile varying-coefficient structural equation model (Q6122758) (← links)
- Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data (Q6489263) (← links)
