Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data
From MaRDI portal
Publication:2074675
Recommendations
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
- Ridge-type pretest and shrinkage estimations in partially linear models
- Shrinkage estimation of partially linear single-index models
- Efficient estimation in partially linear single-index models for longitudinal data
- Variable selection and estimation for partially linear single-index models with longitudinal data
Cites work
- A new local estimation method for single index models for~longitudinal data
- An Effective Bandwidth Selector for Local Least Squares Regression
- Analysis of correlated binary data under partially linear single-index logistic models
- Analysis of longitudinal data
- Efficient estimation for marginal generalized partially linear single-index models with longitudinal data
- Efficient estimation in partially linear single-index models for longitudinal data
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
- Estimation for a marginal generalized single-index longitudinal model
- Functional single index models for longitudinal data
- Generalized Partially Linear Single-Index Models
- scientific article; zbMATH DE number 1471715 (Why is no real title available?)
- Inferences with generalized partially linear single-index models for longitudinal data
- Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
- Longitudinal data analysis using generalized linear models
- Marginal longitudinal semiparametric regression via penalized splines
- Marginal Methods for Incomplete Longitudinal Data Arising in Clusters
- New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- On extension of some identities for the bias and risk functions in elliptically contoured distributions
- Penalized quadratic inference functions for single-index models with longitudinal data
- Quadratic inference functions for partially linear single-index models with longitudinal data
- RATES OF CONVERGENCE IN SEMI‐PARAMETRIC MODELLING OF LONGITUDINAL DATA
- Semiparametric Estimation in General Repeated Measures Problems
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
- Variable selection and estimation for partially linear single-index models with longitudinal data
Cited in
(4)- A class of shrinkage priors for the dependence structure in longitudinal data
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models
- Pretest and shrinkage estimators in generalized partially linear models with application to real data
- Bayesian quantile regression for partially linear single-index model with longitudinal data
This page was built for publication: Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2074675)