Block empirical likelihood for longitudinal partially linear regression models
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Cites work
- scientific article; zbMATH DE number 4107947 (Why is no real title available?)
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- scientific article; zbMATH DE number 2042820 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- Applied functional data analysis. Methods and case studies
- Censored partial linear models and empirical likelihood
- Comparison of parametric and empirical likelihood functions
- Convergence rates for partially splined models
- Designs for Regression Problems with Correlated Errors III
- Empirical likelihood for linear regression models under imputation for missing responses
- Empirical likelihood for partial linear models with fixed designs
- Empirical likelihood for partially linear models
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Functional data analysis
- Inferences for a semiparametric model with panel data
- Informative Drop-Out in Longitudinal Data Analysis
- Local Polynomial Mixed-Effects Models for Longitudinal Data
- Local linear estimation in partly linear models
- Local polynomial fitting based on empirical likelihood
- Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
- Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
- Normal approximation rate and bias reduction for data-driven kernel smoothing estimator in a semiparametric regression model
- Pseudo-likelihood theory for empirical likelihood
- RATES OF CONVERGENCE IN SEMI‐PARAMETRIC MODELLING OF LONGITUDINAL DATA
- Random-Effects Models for Longitudinal Data
- Root-N-Consistent Semiparametric Regression
- Semiparametric Stochastic Mixed Models for Longitudinal Data
- Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
- Series estimation of semilinear models
- The bootstrap and Edgeworth expansion
Cited in
(38)- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
- Generalized partially linear models for incomplete longitudinal data in the presence of population-level information
- Empirical-likelihood-based confidence intervals for quantile regression models with longitudinal data
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Smoothed jackknife empirical likelihood method for ROC curve
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- Weighted empirical likelihood for generalized linear models with longitudinal data
- Empirical likelihood inference of variance components in linear mixed-effects models
- Empirical likelihood inference in partially linear single-index models with endogenous covariates
- Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors
- Smoothed tensor quantile regression estimation for longitudinal data
- Efficient inference based on block empirical likelihood for longitudinal partially linear regression models
- Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
- Empirical likelihood M-estimation for the varying-coefficient model with functional response
- Block empirical likelihood ratio test for longitudinal partially linear models
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Empirical likelihood for quantile regression models with longitudinal data
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
- Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
- The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data
- Generalized empirical likelihood inference in generalized linear models for longitudinal data
- Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
- Generalized empirical likelihood inference in semiparametric regression model for longitudinal data
- Adjusted blockwise empirical likelihood for long memory time series models
- Analysis of panel data partially linear single-index models with serially correlated errors
- GEE-based Bell model for longitudinal count outcomes
- Block empirical likelihood for partially linear panel data models with fixed effects
- A moving blocks empirical likelihood method for longitudinal data
- ANOVA for longitudinal data with missing values
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Longitudinal data analysis using the conditional empirical likelihood method
- Improving estimation efficiency in quantile regression with longitudinal data
- Distribution-on-Scalar Single-Index Quantile Regression Model for Handling Tumor Heterogeneity
- Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood
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