Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult

DOI10.1111/1467-9868.00376zbMATH Open1063.62083OpenAlexW1969815525MaRDI QIDQ4673756FDOQ4673756

Bruce G. Lindsay, Annie Qu

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

zbMATH Keywords

longitudinal datageneralized method of momentsquasi-likelihoodsimulationsconjugate gradientgeneralized estimating equationsquadratic inference functioninfill asymptotics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• A composite likelihood approach to (co)variance components estimation
• Matrix computation and the theory of moments

Cited In (21)

• 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
• Comparing Joint GQL Estimation and GMM Adaptive Estimation in COM-Poisson Longitudinal Regression Model
• 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
• 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
• 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

This page was built for publication: Building Adaptive Estimating Equations When Inverse of Covariance Estimation is Difficult

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4673756)