Penalized empirical likelihood for generalized linear models with longitudinal data
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Cites work
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Asymptotics for Lasso-type estimators.
- Empirical likelihood estimation of conditional moment restriction models with unknown functions
- Empirical likelihood for generalized linear models with longitudinal data
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Improving generalised estimating equations using quadratic inference functions
- Longitudinal data analysis using generalized linear models
- Nonconcave penalized likelihood with a diverging number of parameters.
- Penalized empirical likelihood and growing dimensional general estimating equations
- Penalized empirical likelihood estimation of semiparametric models
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates
- Penalized empirical likelihood via bridge estimator in Cox's proportional hazard model
- Penalized high-dimensional empirical likelihood
- Quasi-likelihood functions
- Shrinkage tuning parameter selection with a diverging number of parameters
- Some Covariance Models for Longitudinal Count Data with Overdispersion
- The Adaptive Lasso and Its Oracle Properties
- Variable selection for partially linear models with measurement errors
- Variable selection using penalized empirical likelihood
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weighted empirical likelihood for generalized linear models with longitudinal data
Cited in
(12)- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
- Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data
- scientific article; zbMATH DE number 519836 (Why is no real title available?)
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data
- scientific article; zbMATH DE number 810494 (Why is no real title available?)
- Penalized empirical likelihood inference for the GINAR(p) model
- Robust penalized empirical likelihood in high dimensional longitudinal data analysis
- Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
- Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data
- Empirical likelihood for generalized linear models with longitudinal data
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