Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
From MaRDI portal
Publication:3606644
DOI10.1093/BIOMET/ASM066zbMATH Open1156.62324OpenAlexW1993869553MaRDI QIDQ3606644FDOQ3606644
Authors: Liugen Xue, Li-Xing Zhu 
Publication date: 26 February 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asm066
Recommendations
- Generalized empirical likelihood inference in semiparametric regression model for longitudinal data
- Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data
- Generalized empirical likelihood inference in partial linear regression model for longitudinal data
- Empirical likelihood-based inference in a partially linear model for longitudinal data
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Cited In (93)
- Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors
- Generalized partially linear models for incomplete longitudinal data in the presence of population-level information
- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
- Variable selection for semiparametric errors-in-variables regression model with longitudinal data
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Empirical likelihood inference in partially linear single-index models for longitudinal data
- Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Empirical likelihood confidence intervals for response mean with data missing at random
- Empirical likelihood analysis of longitudinal data involving within-subject correlation
- Robust empirical likelihood inference for longitudinal data
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- Empirical likelihood confidence intervals for nonparametric functional data analysis
- Variable selection in semiparametric regression analysis for longitudinal data
- Empirical likelihood for single-index varying-coefficient models
- Empirical likelihood inference for longitudinal data with missing response variables and error-prone covariates
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Weighted empirical likelihood for generalized linear models with longitudinal data
- Robust empirical likelihood for partially linear models via weighted composite quantile regression
- Empirical likelihood inference in partially linear single-index models with endogenous covariates
- Imputation-based empirical likelihood inferences for partially nonlinear quantile regression models with missing responses
- Estimation and empirical likelihood for single-index models with missing data in the covariates
- Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
- Empirical likelihood for a partially linear model with covariate data missing at random
- Weighted composite quantile regression method via empirical likelihood for non linear models
- Robust empirical likelihood inference for generalized partial linear models with longitudinal data
- Empirical likelihood for single-index models with responses missing at random
- Empirical likelihood for quantile regression models with longitudinal data
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models
- Subject-wise empirical likelihood inference in partial linear models for longitudinal data
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- New efficient spline estimation for varying-coefficient models with two-step knot number selection
- Semi-parametric rank regression with missing responses
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Estimation and inference for additive partially nonlinear models
- Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model
- Quadratic inference functions for partially linear single-index models with longitudinal data
- Empirical likelihood for generalized linear models with missing responses
- Empirical likelihood for semiparametric regression model with missing response data
- Analysis of Longitudinal Data in the Case–Control Studies via Empirical Likelihood
- An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
- Variable selection in the partially linear errors-in-variables models for longitudinal data
- Generalized empirical likelihood inference in generalized linear models for longitudinal data
- Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
- B-spline estimation for partially linear varying coefficient composite quantile regression models
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates
- Variable selection for semiparametric varying-coefficient partially linear models with missing response at random
- The signed-rank estimator for nonlinear regression with responses missing at random
- Asymptotic normality for the partially linear EV models with longitudinal data
- Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
- Title not available (Why is that?)
- Imputation based statistical inference for partially linear quantile regression models with missing responses
- Generalized empirical likelihood inference in semiparametric regression model for longitudinal data
- Empirical likelihood inferences for semiparametric instrumental variable models
- A moving blocks empirical likelihood method for longitudinal data
- Varying coefficients partially linear models with randomly censored data
- Block empirical likelihood for partially linear panel data models with fixed effects
- Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random
- Empirical likelihood for composite quantile regression modeling
- Longitudinal data analysis using the conditional empirical likelihood method
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- ANOVA for longitudinal data with missing values
- Empirical likelihood inferences for varying coefficient partially nonlinear models
- Empirical likelihood for linear models with missing responses
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects
- Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables
- Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models
- Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Variable Selection for Partially Linear Models with Randomly Censored Data
- Empirical likelihood M-estimation for the varying-coefficient model with functional response
- Estimation and inference in functional varying-coefficient single-index quantile regression models
- Title not available (Why is that?)
- Improved composite quantile regression and variable selection with nonignorable dropouts
- Robust confidence regions for the index and functional coefficients in the single-index varying coefficients regression model
- Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout
- Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part
- Empirical likelihood for nonparametric models under linear process errors
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data
- The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data
- Empirical likelihood inference for time-varying coefficient autoregressive models
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- Empirical likelihood estimation for population pharmacokinetic study based on generalized linear model
- Wilks' theorem for semiparametric regressions with weakly dependent data
- Two-step semiparametric empirical likelihood inference
- Robust confidence regions for the semi-parametric regression model with responses missing at random
- Weighted empirical likelihood for heteroscedastic varying coefficient partially non-linear models with missing data
- A review of recent advances in empirical likelihood
This page was built for publication: Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3606644)
