Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
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Cited in
(only showing first 100 items - show all)- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data
- Deletion measures for generalized linear mixed effects models
- Robust estimating equations and bias correction of correlation parameters for longitudinal data
- \(L_{1}\)-estimation in a semiparametric model with longitudinal data
- Quantile regression in partially linear varying coefficient models
- Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data
- Quantile regression in varying coefficient models.
- A partial linear model in the outcome-dependent sampling setting to evaluate the effect of prenatal PCB exposure on cognitive function in children
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Estimation and variable selection for partially functional linear models
- A smooth block bootstrap for quantile regression with time series
- Robust estimation in partially linear errors-in-variables models
- Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
- Simultaneous mean and covariance estimation of partially linear models for longitudinal data with missing responses and covariate measurement error
- Estimation and variable selection for quantile partially linear single-index models
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Variable selection and joint estimation of mean and covariance models with an application to eQTL data
- Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators
- On semiparametric familial\,-\,longitudinal models
- Robust estimates in generalized partially linear single-index models
- Variable selection for the partial linear single-index model
- Kernel estimation in semiparametric mixed effect longitudinal modeling
- Generalized partial linear models with nonignorable dropouts
- A robust spline approach in partially linear additive models
- Smoothed partially linear quantile regression with nonignorable missing response
- Robust estimators in a generalized partly linear regression model under monotony constraints
- Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model
- Statistical inference for the functional quadratic quantile regression model
- Plug-in marginal estimation under a general regression model with missing responses and covariates
- Nonparametric M-estimation for functional stationary ergodic data
- Analysis of panel data partially linear single-index models with serially correlated errors
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Robust inference in partially linear models with missing responses
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Robust estimates in generalized partially linear models
- Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
- Estimation and model identification of longitudinal data time-varying nonparametric models
- Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- GEE analysis of clustered binary data with diverging number of covariates
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
- Robust inference in generalized partially linear models
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations
- Robust estimation in generalized semiparametric mixed models for longitudinal data
- Two-stage efficient estimation of longitudinal nonparametric additive models
- Three-step estimation in linear mixed models with skew-\(t\) distributions
- Robust testing with generalized partial linear models for longitudinal data
- Empirical likelihood-based inference in a partially linear model for longitudinal data
- The law of iterated logarithm of estimators for partially linear panel data models
- Generalized estimating equations for variance and covariance parameters in regression credibility models
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data
- Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
- Estimating functions for repeated measures with incidental parameters
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
- Random weighting estimation of confidence intervals for quantiles
- Quantile regression with a change-point model for longitudinal data: an application to the study of cognitive changes in preclinical Alzheimer's disease
- Merging multiple longitudinal studies with study-specific missing covariates: a joint estimating function approach
- M-estimation for partially functional linear regression model based on splines
- Variable selection for partially linear varying coefficient quantile regression model
- A Partially Linear Model Using a Gaussian Process Prior
- Joint mean-covariance models with applications to longitudinal data in partially linear model
- Empirical likelihood inference for longitudinal data with missing response variables and error-prone covariates
- Partially linear single-index proportional hazards model with current status data
- Robust estimation of generalized partially linear model for longitudinal data with dropouts
- Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model
- Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
- Variable selection for additive partial linear quantile regression with missing covariates
- Automatic variable selection for varying coefficient models with longitudinal data
- Robust Tests in Semiparametric Partly Linear Models
- Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models
- Estimation for semi-functional linear regression
- Variable selection in semiparametric quantile modeling for longitudinal data
- On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates
- Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Variable selection for semiparametric mixed models in longitudinal studies
- Robust estimates in generalised varying-coefficient partially linear models
- Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions
- Robustified Maximum Likelihood Estimation in Generalized Partial Linear Mixed Model for Longitudinal Data
- Weighted quantile regression with nonelliptically structured covariates
- Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
- Variable selection for single-index varying-coefficient model
- M-estimation for the partially linear regression model under monotonic constraints
- Asymptotics of nonparametric L-1 regression models with dependent data
- Variable selection in robust semiparametric modeling for longitudinal data
- Bayesian empirical likelihood for quantile regression
- Model averaging for M-estimation
- Single-index composite quantile regression
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- M-estimators for single-index model using B-spline
- Functional partially linear quantile regression model
- Envelope quantile regression
- Robust inference in varying-coefficient additive models for longitudinal/functional data
- High-dimensional generalized semiparametric model for longitudinal data
- Multivariate t semiparametric mixed-effects model for longitudinal data with multiple characteristics
- Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data
- Analysis of longitudinal ordinal data using semi-parametric mixed model under missingness
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