Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data
From MaRDI portal
(Redirected from Publication:6489263)
Cites work
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition
- Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
- Consistent model selection for marginal generalized additive model for correlated data
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part
- Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
- Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Improving generalised estimating equations using quadratic inference functions
- Local polynomial fitting in semivarying coefficient model
- Longitudinal data analysis using generalized linear models
- Measurement Error in Nonlinear Models
- Model averaging for varying-coefficient partially linear measurement error models
- Model estimation and selection for partial linear varying coefficient EV models with longitudinal data
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
- Penalized empirical likelihood for partially linear errors-in-variables models
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Statistical inference for restricted partially linear varying coefficient errors-in-variables models
- Statistical methods with varying coefficient models
- Variable selection for high dimensional partially linear varying coefficient errors-in-variables models
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Variable selection in quantile varying coefficient models with longitudinal data
- Varying Coefficient Regression Models: A Review and New Developments
- Weighted composite quantile regression for partially linear varying coefficient models
Cited in
(2)
This page was built for publication: Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6489263)