Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data
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Cites work
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Cited in
(5)- Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
- The effect of the working correlation on fitting models to longitudinal data
- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- Conditional variable screening for ultra-high dimensional longitudinal data with time interactions
- Quantile adaptive feature screening for ultra-high dimensional longitudinal heterogeneous data
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