Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
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- Matrix computation and the theory of moments
- Quasi-likelihood and its application. A general approach to optimal parameter estimation
Cited in
(29)- Discussion of Fan et al.'s paper ``Gaining efficiency via weighted estimators for multivariate failure time data
- Estimation methods for a flexible INAR(1) COM-Poisson time series model
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Generalized growth curve models for longitudinal data in application to a randomized controlled trial
- Inference functions and quadratic score tests
- Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
- Partially linear single index models for repeated measurements
- Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
- Incorporating Correlation for Multivariate Failure Time Data When Cluster Size Is Large
- An optimal estimating equation with unspecified variances
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
- Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression
- Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
- Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- Simultaneous estimation and inference for multiple response variables
- Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models
- Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Regression estimation of the marginal models with general relative risk form for multivariate failure time data
- The effect of the working correlation on fitting models to longitudinal data
- Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
- Using modified approaches on marginal regression analysis of longitudinal data with time-dependent covariates
- Improved methods for the marginal analysis of longitudinal data in the presence of time-dependent covariates
- Bias correction estimation for partially linear varying coefficient spatial autoregressive panel model with fixed effects
- A repeated block perturbation subsampling for large-scale longitudinal data
- Quantile adaptive feature screening for ultra-high dimensional longitudinal heterogeneous data
- Penalized quadratic inference functions for single-index models with longitudinal data
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