Standard errors and covariance matrices for smoothed rank estimators
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Publication:5314844
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- Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis
- Accelerated failure time modeling via nonparametric mixtures
- An efficient Gehan-type estimation for the accelerated failure time model with clustered and censored data
- Induced smoothing for the semiparametric accelerated hazards model
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
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- Selection and combination of biomarkers using ROC method for disease classification and prediction
- Smoothing combined estimating equations in quantile regression for longitudinal data
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data
- Quantile regression for competing risks data from stratified case-cohort studies: an induced-smoothing approach
- Quantile Association Regression Models
- Quantile regression without the curse of unsmoothness
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
- Weighted quantile regression for longitudinal data using empirical likelihood
- Marginal quantile regression for varying coefficient models with longitudinal data
- Empirical likelihood for quantile regression models with longitudinal data
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Composite quantile regression for correlated data
- Tail-Adaptive Location Rank Test for the Generalized Secant Hyperbolic Distribution
- A corrected smoothed score approach for semiparametric accelerated failure time model with error-contaminated covariates
- Copula and composite quantile regression-based estimating equations for longitudinal data
- Fast accelerated failure time modeling for case-cohort data
- Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations
- Threshold effect test in censored quantile regression
- Efficient estimation for rank-based regression with clustered data
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
- Marginal quantile regression for longitudinal data analysis in the presence of time-dependent covariates
- Smoothed rank-based procedure for censored data
- A threshold varying-coefficient autoregressive model for analyzing the influence of media reports of suicide on the actual suicides
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- Weighted Rank Regression for Clustered Data Analysis
- Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- Smoothed quantile regression for censored residual life
- Assessing wage status transition and stagnation using quantile transition regression
- A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems
- Does Cox analysis of a randomized survival study yield a causal treatment effect?
- Fitting semiparametric accelerated failure time models for nested case–control data
- Linear quantile regression models for longitudinal experiments: an overview
- Comparison of variance estimation methods in semiparametric accelerated failure time models for multivariate failure time data
- Robust smoothed rank estimation methods for accelerated failure time model allowing clusters
- Variance estimation in censored quantile regression via induced smoothing
- Optimal subsampling for semi-parametric accelerated failure time models with massive survival data using a rank-based approach
- Statistical inference on transformation models: a self-induced smoothing approach
- Jackknife empirical likelihood inference for the accelerated failure time model
- Empirical likelihood-based weighted rank regression with missing covariates
- Rank regression for analysis of clustered data: a natural induced smoothing approach
- Construction of leading economic index for recession prediction using vine copulas
- Quantile regression for longitudinal data with a working correlation model
- Weighted quantile regression for longitudinal data
- Rank-based estimation for semiparametric accelerated failure time model under length-biased sampling
- Rank regression for accelerated failure time model with clustered and censored data
- Distributed smoothed rank regression with heterogeneous errors for massive data
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
- Composite smoothed quantile regression
- Extremum estimation and numerical derivatives
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