Quadratic inference functions for partially linear single-index models with longitudinal data

DOI10.1016/j.jmva.2013.03.019zbMath1277.62093MaRDI QIDQ391628

Peng Lai, Heng Lian, Gao Rong Li

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.03.019

zbMATH Keywords

bias correction; generalized likelihood ratio; QIF

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62H20: Measures of association (correlation, canonical correlation, etc.)

65C05: Monte Carlo methods

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Two-step combined nonparametric likelihood estimation of misspecified semiparametric models, Variable selection and estimation for partially linear single-index models with longitudinal data, Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes, Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions, Joint estimation for single index mean-covariance models with longitudinal data, Composite quantile regression for correlated data, Estimation and variable selection for proportional response data with partially linear single-index models, Efficient estimation for marginal generalized partially linear single-index models with longitudinal data, Two step estimations for a single-index varying-coefficient model with longitudinal data, Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data, Estimation and hypothesis test for partial linear single-index multiplicative models, Partially linear single index models for repeated measurements, Quantile regression for panel count data based on quadratic inference functions, GEE analysis for longitudinal single-index quantile regression, Estimation for Partially Linear Single-index Instrumental Variables Models

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