Pages that link to "Item:Q2912325"

The following pages link to Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis (Q2912325):

Displaying 50 items.

• Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
• Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
• Automatic variable selection for longitudinal generalized linear models (Q333718) (← links)
• Joint generalized estimating equations for longitudinal binary data (Q829746) (← links)
• Modeling financial durations using penalized estimating functions (Q1615270) (← links)
• An efficient and robust variable selection method for longitudinal generalized linear models (Q1623741) (← links)
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
• Variable selection for multiply-imputed data with penalized generalized estimating equations (Q1658423) (← links)
• Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← 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)
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
• Visualization and assessment of model selection uncertainty (Q2101381) (← links)
• Smoothed tensor quantile regression estimation for longitudinal data (Q2101389) (← links)
• A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data (Q2111067) (← links)
• Penalized generalized estimating equations approach to longitudinal data with multinomial responses (Q2132028) (← links)
• Test of significance for high-dimensional longitudinal data (Q2215753) (← links)
• Spline estimation and variable selection for single-index prediction models with diverging number of index parameters (Q2348100) (← links)
• Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data (Q2418503) (← links)
• A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data (Q2441146) (← links)
• SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
• Partially Linear Structure Selection in Cox Models with Varying Coefficients (Q2846441) (← links)
• Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data (Q4645255) (← links)
• Variable selection for longitudinal data with high-dimensional covariates and dropouts (Q4960570) (← links)
• Fast forward selection for generalized estimating equations with a large number of predictor variables (Q4979236) (← links)
• High-dimensional generalized semiparametric model for longitudinal data (Q5023861) (← links)
• Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data (Q5050427) (← links)
• GEE-Assisted Forward Regression for Spatial Latent Variable Models (Q5057226) (← links)
• High-dimensional Varying Index Coefficient Quantile Regression Model (Q5066766) (← links)
• A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis (Q5075491) (← links)
• Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data (Q5077985) (← links)
• Gaussian copula based composite quantile regression in semivarying models with longitudinal data (Q5079845) (← links)
• Instrumental variable based variable selection for generalized linear models with endogenous covariates (Q5085981) (← links)
• A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood (Q5089442) (← links)
• Joint GEEs for multivariate correlated data with incomplete binary outcomes (Q5138678) (← links)
• Fixed Effects Testing in High-Dimensional Linear Mixed Models (Q5146037) (← links)
• Ultrahigh dimensional time course feature selection (Q5170203) (← links)
• Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates (Q5875326) (← links)
• Variable selection and estimation for partially linear single-index models with longitudinal data (Q5963730) (← links)
• On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279) (← links)
• Model Selection of Generalized Estimating Equation With Divergent Model Size (Q6039870) (← links)
• Robust penalized empirical likelihood in high dimensional longitudinal data analysis (Q6049408) (← links)
• Grouped Generalized Estimating Equations for Longitudinal Data Analysis (Q6055758) (← links)
• Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates (Q6069869) (← links)
• Ultra high‐dimensional semiparametric longitudinal data analysis (Q6076502) (← links)
• Poststratification fusion learning in longitudinal data analysis (Q6076503) (← links)
• Penalized joint generalized estimating equations for longitudinal binary data (Q6089746) (← links)
• Bayesian analysis of longitudinal data via empirical likelihood (Q6096645) (← links)
• Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions (Q6097548) (← links)
• Identification of immune response combinations associated with heterogeneous infection risk in the immune correlates analysis of HIV vaccine studies (Q6104102) (← links)