Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
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Publication:2010817
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Cites work
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- Local modal regression
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- One-step sparse estimates in nonconcave penalized likelihood models
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- Quantile regression in partially linear varying coefficient models
- Regression Quantiles
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Robust Variable Selection With Exponential Squared Loss
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
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- Robust estimation of covariance parameters in partial linear model for longitudinal data
- Robust estimation of multivariate regression model
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- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Semiparametric regression pursuit
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- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for generalized varying coefficient models with longitudinal data
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Cited in
(13)- Profile composite quantile regression and variable selection for longitudinal data single-index models
- Model pursuit and variable selection in the additive accelerated failure time model
- Robust structure identification and variable selection in partial linear varying coefficient models
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data
- Variable selection for varying coefficient models via kernel based regularized rank regression
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
- Robust estimation and model identification for longitudinal data varying-coefficient model
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
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