Robust Estimation in Generalized Partial Linear Models for Clustered Data
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Publication:5754886
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Cited in
(only showing first 100 items - show all)- Robust estimation in partial linear mixed model for longitudinal data
- Robust estimating equations and bias correction of correlation parameters for longitudinal data
- An efficient and robust variable selection method for longitudinal generalized linear models
- Simultaneous mean and covariance estimation of partially linear models for longitudinal data with missing responses and covariate measurement error
- Analysis of longitudinal data with covariate measurement error and missing responses: an improved unbiased estimating equation
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Robust estimation and empirical likelihood inference with exponential squared loss for panel data models
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers
- A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data
- A semiparametric regression model for paired longitudinal outcomes with application in childhood blood pressure development
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Variable selection for the partial linear single-index model
- Copula and composite quantile regression-based estimating equations for longitudinal data
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Difference-based M-estimator of generalized semiparametric model with NSD errors
- Latent Gaussian copula models for longitudinal binary data
- Dynamic partially functional linear regression model
- Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data
- Robust estimation for partial functional linear regression model based on modal regression
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Partially linear single index models for repeated measurements
- Semiparametric estimation with missing covariates
- Robust estimates in generalized partially linear models
- Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
- A novel robust approach for analysis of longitudinal data
- GEE analysis of clustered binary data with diverging number of covariates
- Bayesian influence analysis of generalized partial linear mixed models for longitudinal data
- Robust estimation for partially linear models with large-dimensional covariates
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
- Robust inference in generalized partially linear models
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations
- Robust estimation in generalized semiparametric mixed models for longitudinal data
- Estimation of the covariance matrix of random effects in longitudinal studies
- Three-step estimation in linear mixed models with skew-\(t\) distributions
- Robust testing with generalized partial linear models for longitudinal data
- Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
- Robust estimation and inference for general varying coefficient models with missing observations
- Interquantile shrinkage in spatial additive autoregressive models
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
- Empirical-likelihood-based test for partially linear single-index models with error-prone linear covariates
- Robust estimation of the generalised partial linear model with missing covariates
- Variable selection for partially linear varying coefficient quantile regression model
- New robust variable selection methods for linear regression models
- Robust variable selection for generalized linear models with a diverging number of parameters
- Longitudinal data analysis based on generalized linear partially varying-coefficient models
- Robust estimation of generalized partially linear model for longitudinal data with dropouts
- Automatic variable selection for varying coefficient models with longitudinal data
- Robust estimates in generalised varying-coefficient partially linear models
- Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions
- Robustified Maximum Likelihood Estimation in Generalized Partial Linear Mixed Model for Longitudinal Data
- Robust estimation in joint mean-covariance regression model for longitudinal data
- A semiparametric Bayesian approach to joint mean and variance models
- M-estimation for the partially linear regression model under monotonic constraints
- Variable selection in robust semiparametric modeling for longitudinal data
- Variable selection in robust regression models for longitudinal data
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
- Doubly robust estimation of partially linear models for longitudinal data with dropouts and measurement error in covariates
- M-estimators for single-index model using B-spline
- Multivariate t semiparametric mixed-effects model for longitudinal data with multiple characteristics
- Robust estimation for longitudinal data based upon minimum Hellinger distance
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Semiparametric methods for incomplete longitudinal count data with an application to health and retirement study
- Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data
- An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
- Variable selection for longitudinal varying coefficient errors-in-variables models
- Estimation for the censored partially linear quantile regression models
- Robust estimation of models for longitudinal data with dropouts and outliers
- Local influence analysis for semiparametric reproductive dispersion nonlinear models
- Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
- Robust estimation of mean and covariance for longitudinal data with dropouts
- Robust inference for generalized partially linear mixed models that account for censored responses and missing covariates -- an application to Arctic data analysis
- Bayesian analysis of generalized elliptical semi-parametric models
- Robust variable selection in linear mixed models
- Skew-normal semiparametric varying coefficient model and score test
- Joint mean-covariance model in generalized partially linear varying coefficient models for longitudinal data
- Joint semiparametric mean-covariance model in longitudinal study
- Structural Parameter Estimation Using Generalized Estimating Equations for Regression Credibility Models
- Bayesian estimation and influence diagnostics of generalized partially linear mixed-effects models for longitudinal data
- Bayesian quantile semiparametric mixed-effects double regression models
- M-type smoothing spline ANOVA for correlated data
- Robust and efficient estimation of nonparametric generalized linear models
- Adaptive efficient and double-robust regression based on generalized empirical likelihood
- Generalized varying-coefficient additive model for locally stationary time series
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Cluster-robust estimators for multivariate mixed-effects meta-regression
- Identification and estimation of generalized additive partial linear models with nonignorable missing response
- Influence diagnostics in the varying coefficient model with longitudinal data
- Asymptotics of the general GEE estimator for high-dimensional longitudinal data
- Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures
- Estimation of semiparametric spatial autoregressive model with missing data
- Subgroup analysis for longitudinal data based on a partial linear varying coefficient model with a change plane
- Robust approach for variable selection with high dimensional longitudinal data analysis
- Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects
- High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors
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