Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection

DOI10.1016/j.csda.2018.10.010OpenAlexW2900315566WikidataQ128965278 ScholiaQ128965278MaRDI QIDQ1727913

Shaomin Li, Lu Lin, Kang-Ning Wang, Xiao-Fei Sun

Publication date: 21 February 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2018.10.010

zbMATH Keywords

robustnessefficiencyempirical likelihoodvariable selectionpartial linear varying coefficient models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Related Items (6)

Robust estimation for nonrandomly distributed data ⋮ Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data ⋮ Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data ⋮ Robust distributed modal regression for massive data ⋮ Copula and composite quantile regression-based estimating equations for longitudinal data ⋮ Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression

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