Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
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Cited in
(only showing first 100 items - show all)- Empirical likelihood for linear models with missing responses
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- Estimation and empirical likelihood for single-index models with missing data in the covariates
- Robust empirical likelihood for partially linear models via weighted composite quantile regression
- Subject-wise empirical likelihood inference in partial linear models for longitudinal data
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Empirical likelihood estimation for population pharmacokinetic study based on generalized linear model
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- New efficient spline estimation for varying-coefficient models with two-step knot number selection
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Wilks' theorem for semiparametric regressions with weakly dependent data
- Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses
- Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates
- Two-step semiparametric empirical likelihood inference
- Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
- Empirical likelihood for composite quantile regression modeling
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Empirical likelihood inferences for semiparametric instrumental variable models
- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
- Empirical likelihood for single-index models with responses missing at random
- Empirical likelihood for nonparametric models under linear process errors
- A moving blocks empirical likelihood method for longitudinal data
- Generalized partially linear models for incomplete longitudinal data in the presence of population-level information
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Longitudinal data analysis using the conditional empirical likelihood method
- Generalized empirical likelihood inference in generalized linear models for longitudinal data
- Smooth-threshold GEE variable selection in high-dimensional partially linear models with longitudinal data
- Asymptotic normality for the partially linear EV models with longitudinal data
- The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data
- Variable Selection for Partially Linear Models with Randomly Censored Data
- Empirical likelihood confidence intervals for response mean with data missing at random
- Empirical likelihood inference for longitudinal data with missing response variables and error-prone covariates
- Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
- Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
- Estimation and inference for additive partially nonlinear models
- Analysis of Longitudinal Data in the Case–Control Studies via Empirical Likelihood
- Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random
- Quadratic inference functions for partially linear single-index models with longitudinal data
- Empirical likelihood for longitudinal partially linear model with -mixing errors
- Empirical likelihood confidence intervals for nonparametric functional data analysis
- Variable selection in semiparametric regression analysis for longitudinal data
- Empirical likelihood for single-index varying-coefficient models
- Robust confidence regions for the semi-parametric regression model with responses missing at random
- scientific article; zbMATH DE number 788232 (Why is no real title available?)
- The signed-rank estimator for nonlinear regression with responses missing at random
- Empirical likelihood inference in partially linear single-index models with endogenous covariates
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models
- Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data
- Imputation based statistical inference for partially linear quantile regression models with missing responses
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
- B-spline estimation for partially linear varying coefficient composite quantile regression models
- An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- Block empirical likelihood for partially linear panel data models with fixed effects
- Empirical likelihood inferences for varying coefficient partially nonlinear models
- Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part
- Weighted composite quantile regression method via empirical likelihood for non linear models
- Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout
- Variable selection for semiparametric errors-in-variables regression model with longitudinal data
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects
- scientific article; zbMATH DE number 2204337 (Why is no real title available?)
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables
- Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data
- ANOVA for longitudinal data with missing values
- Empirical likelihood for quantile regression models with longitudinal data
- Empirical likelihood for generalized linear models with missing responses
- Empirical likelihood for semiparametric regression model with missing response data
- Variable selection for semiparametric varying-coefficient partially linear models with missing response at random
- Weighted empirical likelihood for heteroscedastic varying coefficient partially non-linear models with missing data
- A review of recent advances in empirical likelihood
- Empirical likelihood M-estimation for the varying-coefficient model with functional response
- Estimation and inference in functional varying-coefficient single-index quantile regression models
- Robust confidence regions for the index and functional coefficients in the single-index varying coefficients regression model
- Empirical likelihood inference for time-varying coefficient autoregressive models
- Empirical likelihood analysis of longitudinal data involving within-subject correlation
- Variable selection in the partially linear errors-in-variables models for longitudinal data
- Double debiased estimation and inference for longitudinal generalized linear models with hidden confounders
- Communication-efficient estimation and inference for high-dimensional longitudinal data
- Robust corrected empirical likelihood for partially linear measurement error models
- Empirical likelihood inference of variance components in linear mixed-effects models
- Orthogonal weighted empirical likelihood test for ARCH-M models with double functional coefficients
- Orthogonal weighted empirical likelihood test of the double-functional coefficient ARCH-M model
- Empirical likelihood for a partially linear model with covariate data missing at random
- Generalized empirical likelihood for partially linear errors-in-variables regression model with longitudinal data
- Robust empirical likelihood inference for longitudinal data
- Varying coefficients partially linear models with randomly censored data
- Robust empirical likelihood inference for generalized partial linear models with longitudinal data
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Semi-parametric rank regression with missing responses
- Generalized empirical likelihood inference in semiparametric regression model for longitudinal data
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Weighted empirical likelihood for generalized linear models with longitudinal data
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