Pages that link to "Item:Q764510"

The following pages link to Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data (Q764510):

Displaying 23 items.

• Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method (Q268292) (← links)
• Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324) (← links)
• Automatic variable selection for varying coefficient models with longitudinal data (Q334006) (← links)
• Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
• Quadratic inference functions for partially linear single-index models with longitudinal data (Q391628) (← links)
• A robust and efficient estimation method for single index models (Q391886) (← links)
• Automatic variable selection for partially linear functional additive model and its application to the Tecator data set (Q1721105) (← links)
• Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← links)
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
• Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← 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)
• Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates (Q2317398) (← links)
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← links)
• Modified SEE variable selection for varying coefficient instrumental variable models (Q2360935) (← links)
• Simultaneous confidence band for single-index random effects models with longitudinal data (Q2446696) (← links)
• Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data (Q2515857) (← links)
• Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data (Q2943788) (← links)
• Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data (Q5036899) (← 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)
• Efficient estimation for time-dynamic longitudinal single-index model (Q5160286) (← links)
• Variable selection and estimation for partially linear single-index models with longitudinal data (Q5963730) (← links)