Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
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Cites work
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- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Better Subset Regression Using the Nonnegative Garrote
- Consistent model selection for marginal generalized additive model for correlated data
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Estimating the dimension of a model
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Improving generalised estimating equations using quadratic inference functions
- Local polynomial fitting in semivarying coefficient model
- Longitudinal data analysis using generalized linear models
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- One-step sparse estimates in nonconcave penalized likelihood models
- Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Shrinkage estimation of the varying coefficient model
- Some Comments on C P
- Statistical methods with varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Variable selection for semiparametric varying coefficient partially linear models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in semiparametric regression modeling
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(24)- scientific article; zbMATH DE number 6906925 (Why is no real title available?)
- scientific article; zbMATH DE number 6401342 (Why is no real title available?)
- Variable selection in semiparametric quantile modeling for longitudinal data
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
- Variable selection in semiparametric regression analysis for longitudinal data
- Nonconcave penalized estimation for partially linear models with longitudinal data
- Model estimation and selection for partial linear varying coefficient EV models with longitudinal data
- Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data
- Robust approach for variable selection with high dimensional longitudinal data analysis
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions
- Unified variable selection for varying coefficient models with longitudinal data
- Variable selection for semiparametric mixed models in longitudinal studies
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects
- Variable selection for longitudinal varying coefficient errors-in-variables models
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Variable selection in strong hierarchical semiparametric models for longitudinal data
- Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data
- Variable selection for generalized varying coefficient models with longitudinal data
- Multivariate partial linear varying coefficients model for gene-environment interactions with multiple longitudinal traits
- Double penalized variable selection procedure for partially linear models with longitudinal data
- Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
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