Empirical Likelihood for a Varying Coefficient Model With 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
- Empirical likelihood based inference for fixed effects varying coefficient panel data models
- Model averaging procedure for varying-coefficient partially linear models with missing responses
- Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Empirical likelihood for varying coefficient EV models under longitudinal data
- Componentwise B-spline estimation for varying coefficient models with longitudinal data
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications
- New efficient spline estimation for varying-coefficient models with two-step knot number selection
- Smoothed tensor quantile regression estimation for longitudinal data
- Empirical likelihood in generalized linear models with working covariance matrix
- An empirical likelihood check with varying coefficient fixed effect model with panel data
- Inference of local regression in the presence of nuisance parameters
- Variable selection for fixed effects varying coefficient models
- Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
- Empirical likelihood based inference for semiparametric varying coefficient partially linear models with error-prone linear covariates
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
- A double varying-coefficient modeling approach for analyzing longitudinal observations
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
- Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition
- Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Integral least-squares inferences for semiparametric models with functional data
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- Empirical likelihood for composite quantile regression modeling
- Modified SEE variable selection for varying coefficient instrumental variable models
- Covariate-adjusted nonlinear regression
- Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data
- Model specification test in a semiparametric regression model for longitudinal data
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
- Empirical likelihood-based inferences in varying coefficient models with missing data
- 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
- Model structure selection in single-index-coefficient regression models
- Bias-corrected smoothed score function for single-index models
- Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study
- Model detection and variable selection for varying coefficient models with longitudinal data
- Empirical likelihood for nonparametric models under linear process errors
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models
- Two adjusted empirical-likelihood-based methods in generalized varying-coefficient partially linear model
- Adaptive jump-preserving estimates in varying-coefficient models
- Generalized empirical likelihood inference in generalized linear models for longitudinal data
- Partially functional linear varying coefficient model
- Two-step estimators in partial linear models with missing response variables and error-prone covariates
- Empirical likelihood inference for the parameter in additive partially linear EV models
- Empirical likelihood confidence intervals for response mean with data missing at random
- The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data
- 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
- Departure from independence and stationarity in a handball match
- Empirical likelihood for generalized linear models with fixed and adaptive designs
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data
- Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model
- Variable selection for single-index varying-coefficient model
- Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data
- Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models
- Variable selection in semiparametric regression analysis for longitudinal data
- Asymptotics of SIMEX-based variance estimation
- Empirical likelihood for single-index varying-coefficient models
- Robust confidence regions for the semi-parametric regression model with responses missing at random
- Empirical likelihood-based inference in varying-coefficient single-index models
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Double penalized variable selection procedure for partially linear models with longitudinal data
- A semiparametric change-point regression model for longitudinal observations
- The signed-rank estimator for nonlinear regression with responses missing at random
- Estimation and inference for generalized semi-varying coefficient models
- Semiparametric estimation of the single-index varying-coefficient model
- Empirical likelihood inference in partially linear single-index models with endogenous covariates
- Robust inference in varying-coefficient additive models for longitudinal/functional data
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models
- Varying-coefficient single-index measurement error model
- Imputation based statistical inference for partially linear quantile regression models with missing responses
- Empirical likelihood for mean difference between two samples with missing data
- Single-index varying-coefficient models with missing covariates at random
- 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
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
- An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
- Variable selection for longitudinal varying coefficient errors-in-variables models
- Statistical inferences for varying coefficient partially non linear model with missing covariates
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
- Empirical likelihood based inference for varying coefficient panel data models with fixed effect
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Empirical likelihood for generalized partially linear varying-coefficient models
- Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates
- Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
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