Pages that link to "Item:Q4547581"
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The following pages link to Varying-coefficient models and basis function approximations for the analysis of repeated measurements (Q4547581):
Displayed 50 items.
- Flexible generalized varying coefficient regression models (Q126898) (← links)
- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data (Q257640) (← links)
- Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method (Q268292) (← links)
- Model detection and variable selection for varying coefficient models with longitudinal data (Q270128) (← links)
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
- Two-step estimators in partial linear models with missing response variables and error-prone covariates (Q301006) (← links)
- Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
- Automatic variable selection for varying coefficient models with longitudinal data (Q334006) (← links)
- Nonparametric checks for varying coefficient models with missing response at random (Q353325) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- Quadratic inference functions for partially linear single-index models with longitudinal data (Q391628) (← links)
- Efficient estimation of varying coefficient seemly unrelated regression model (Q403455) (← links)
- Projection-type estimation for varying coefficient regression models (Q408095) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
- M-estimators for single-index model using B-spline (Q464368) (← links)
- Focused vector information criterion model selection and model averaging regression with missing response (Q464389) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Weighted local linear CQR for varying-coefficient models with missing covariates (Q497864) (← links)
- Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
- Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
- Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
- Statistical inference in partially-varying-coefficient single-index model (Q608318) (← links)
- Recent history functional linear models for sparse longitudinal data (Q622454) (← links)
- A more flexible joint latent model for longitudinal and survival time data (Q626415) (← links)
- Variable selection for varying coefficient models with measurement errors (Q641766) (← links)
- A space-time varying coefficient model: the equity of service accessibility (Q652367) (← links)
- Semiparametric model for the dichotomized functional outcome after stroke: the Northern Manhattan Study (Q693281) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Variable selection for varying-coefficient models with the sparse regularization (Q736986) (← links)
- Multivariate varying coefficient model for functional responses (Q741801) (← links)
- Asymptotic optimality and efficient computation of the leave-subject-out cross-validation (Q741814) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Goodness-of-fit testing for varying-coefficient models (Q745440) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
- Conditional distance correlation screening for sparse ultrahigh-dimensional models (Q821654) (← links)
- Fast inference for semi-varying coefficient models via local averaging (Q830452) (← links)
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← links)
- Varying-coefficient models for dynamic networks (Q830565) (← links)
- Model detection and estimation for varying coefficient panel data models with fixed effects (Q830568) (← links)
- A semiparametric model for cluster data (Q834344) (← links)
- Influence diagnostics and outlier tests for varying coefficient mixed models (Q842919) (← links)
- Empirical likelihood inference in partially linear single-index models for longitudinal data (Q847425) (← links)
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) (← links)
- Averaged estimation of functional-coefficient regression models with different smoothing varia\-bles (Q876994) (← links)
