Profile composite quantile regression and variable selection for longitudinal data single-index models
From MaRDI portal
Publication:6624094
Recommendations
- Copula based composite quantile regression for longitudinal data and variable selection
- Composite quantile regression for correlated data
- Composite quantile regression and variable selection in single-index coefficient model
- Estimation and variable selection in single-index composite quantile regression
- Copula and composite quantile regression-based estimating equations for longitudinal data
Cites work
- scientific article; zbMATH DE number 4104198 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A note on automatic variable selection using smooth-threshold estimating equations
- A practical guide to splines.
- An efficient and robust variable selection method for longitudinal generalized linear models
- Automatic variable selection for longitudinal generalized linear models
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
- Composite quantile regression and the oracle model selection theory
- Composite quantile regression for correlated data
- Copula-based quantile regression for longitudinal data
- Efficiency of Generalized Estimating Equations for Binary Responses
- Efficient estimation for marginal generalized partially linear single-index models with longitudinal data
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data
- Empirical likelihood for quantile regression models with longitudinal data
- GEE analysis for longitudinal single-index quantile regression
- Inference for single-index quantile regression models with profile optimization
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Longitudinal data analysis using generalized linear models
- Oracle model selection for nonlinear models based on weighted composite quantile regression
- Regression Quantiles
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Robust estimation in generalized semiparametric mixed models for longitudinal data
- The Adaptive Lasso and Its Oracle Properties
- The EFM approach for single-index models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in robust joint mean and covariance model for longitudinal data analysis
- Variable selection in robust regression models for longitudinal data
This page was built for publication: Profile composite quantile regression and variable selection for longitudinal data single-index models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6624094)
