Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult
DOI10.1111/1467-9868.00376zbMATH Open1063.62083OpenAlexW1969815525MaRDI QIDQ4673756FDOQ4673756
Authors: Annie Qu, Bruce G. Lindsay 
Publication date: 9 May 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00376
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Cites Work
- Quasi-likelihood and its application. A general approach to optimal parameter estimation
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- A composite likelihood approach to (co)variance components estimation
- Matrix computation and the theory of moments
Cited In (22)
- Partially linear single index models for repeated measurements
- Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
- Incorporating Correlation for Multivariate Failure Time Data When Cluster Size Is Large
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
- Simultaneous estimation and inference for multiple response variables
- Regression estimation of the marginal models with general relative risk form for multivariate failure time data
- Comparing joint GQL estimation and GMM adaptive estimation in COM-Poisson longitudinal regression model
- Estimating the parameters of a BINMA Poisson model for a non-stationary bivariate time series
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- Discussion of Fan et al.'s paper ``Gaining efficiency via weighted estimators for multivariate failure time data
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Generalized growth curve models for longitudinal data in application to a randomized controlled trial
- An optimal estimating equation with unspecified variances
- The effect of the working correlation on fitting models to longitudinal data
- Penalized quadratic inference functions for single-index models with longitudinal data
- A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions
- Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach
- Inference functions and quadratic score tests
- Estimation methods for a flexible INAR(1) COM-Poisson time series model
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