Pages that link to "Item:Q4916506"

The following pages link to Informative Estimation and Selection of Correlation Structure for Longitudinal Data (Q4916506):

Displayed 30 items.

• Efficient estimation for longitudinal data by combining large-dimensional moment conditions (Q491394) ‎ (← links)
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) ‎ (← links)
• The analysis of multivariate longitudinal data using multivariate marginal models (Q900834) ‎ (← links)
• Efficient classification for longitudinal data (Q1623630) ‎ (← links)
• Intra-cluster correlation structure in longitudinal data analysis: selection criteria and misspecification tests (Q1623693) ‎ (← links)
• Efficient estimation for marginal generalized partially linear single-index models with longitudinal data (Q1694015) ‎ (← links)
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data (Q1795586) ‎ (← links)
• Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts (Q2042529) ‎ (← links)
• Generalized partial linear models with nonignorable dropouts (Q2075033) ‎ (← links)
• Smoothed tensor quantile regression estimation for longitudinal data (Q2101389) ‎ (← links)
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) ‎ (← links)
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates (Q2249842) ‎ (← links)
• A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) ‎ (← links)
• Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data (Q2274969) ‎ (← links)
• Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices (Q2316291) ‎ (← links)
• Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) ‎ (← links)
• Estimation and model identification of longitudinal data time-varying nonparametric models (Q2400821) ‎ (← links)
• A profile likelihood approach for longitudinal data analysis (Q3119827) ‎ (← links)
• Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) ‎ (← links)
• Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) ‎ (← links)
• Optimal model averaging estimation for correlation structure in generalized estimating equations (Q5085950) ‎ (← links)
• Efficient estimation for time-dynamic longitudinal single-index model (Q5160286) ‎ (← links)
• Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach (Q5420232) ‎ (← links)
• Correlation structure selection for longitudinal data with diverging cluster size (Q5507362) ‎ (← links)
• Variable selection and estimation for partially linear single-index models with longitudinal data (Q5963730) ‎ (← links)
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) ‎ (← links)
• Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) ‎ (← links)
• Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions (Q6097548) ‎ (← links)
• Comparison of generalized estimating equations and Quasi-Least Squares regression methods in terms of efficiency with a simulation study (Q6116471) ‎ (← links)
• Multivariate mix-GEE models for longitudinal data with multiple outcomes (Q6168123) ‎ (← links)