Robust penalized empirical likelihood in high dimensional longitudinal data analysis

DOI10.1016/j.jspi.2023.06.002arXiv2103.10613MaRDI QIDQ6049408

Liya Fu, Jiaqi Li, Shuwen Hu

Publication date: 15 September 2023

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.10613

zbMATH Keywords

longitudinal data; penalized empirical likelihood; high-dimensional variable selection; robust estimating equations; sparse Lagrange multipliers

Mathematics Subject Classification ID

62-XX: Statistics

Cites Work

• Unnamed Item
• Longitudinal data analysis using generalized linear models
• Nearly unbiased variable selection under minimax concave penalty
• A unified approach to model selection and sparse recovery using regularized least squares
• Improving generalised estimating equations using quadratic inference functions
• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• Empirical likelihood for generalized linear models with longitudinal data
• A new scope of penalized empirical likelihood with high-dimensional estimating equations
• Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis
• Penalized empirical likelihood and growing dimensional general estimating equations
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• Generalized Empirical Likelihood Inference in Generalized Linear Models for Longitudinal Data
• Empirical likelihood and quantile regression in longitudinal data analysis
• Least Median of Squares Regression
• The use and interpretation of rank-based residuals
• Empirical likelihood ratio confidence intervals for a single functional
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
• Penalized empirical likelihood for generalized linear models with longitudinal data
• Nested coordinate descent algorithms for empirical likelihood
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• On generating multivariate Poisson data in management science applications
• Robust Estimation of a Location Parameter
• A General Qualitative Definition of Robustness