Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
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Cited in
(only showing first 100 items - show all)- Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions
- Quantile regression in partially linear varying coefficient models
- A partial linear model in the outcome-dependent sampling setting to evaluate the effect of prenatal PCB exposure on cognitive function in children
- Quantile regression in heteroscedastic varying coefficient models
- Composite quantile regression for correlated data
- Testing the hypothesis of a block compound symmetric covariance matrix for elliptically contoured distributions
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Two step estimations for a single-index varying-coefficient model with longitudinal data
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Variable selection in linear mixed effects models
- Semiparametric regression during 2003--2007
- Efficient estimation of longitudinal data additive varying coefficient regression models
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
- Partially linear single index models for repeated measurements
- A double varying-coefficient modeling approach for analyzing longitudinal observations
- Quantile regression for panel count data based on quadratic inference functions
- Marginal quantile regression for varying coefficient models with longitudinal data
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Weighted quantile regression for longitudinal data
- QR decomposition based orthogonality estimation for partially linear models with longitudinal data
- Variable selection in quantile varying coefficient models with longitudinal data
- Estimation and inference on the joint conditional distribution for bivariate longitudinal data using Gaussian copula
- Estimation of the covariance matrix of random effects in longitudinal studies
- Variable selection for generalized varying coefficient models with longitudinal data
- A two-step estimation approach for logistic varying coefficient modeling of longitudinal data
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- A comparison of utilized and theoretical covariance weighting matrices on the estimation performance of quadratic inference functions
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- Single-index coefficient models for nonlinear time series
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- Variable selection in semiparametric quantile modeling for longitudinal data
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- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Efficient estimation in partially linear single-index models for longitudinal data
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
- Informative estimation and selection of correlation structure for longitudinal data
- Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data
- Estimation of marginal generalized linear model with subgroup auxiliary information
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- Variable selection for longitudinal varying coefficient errors-in-variables models
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
- Optimal model averaging estimation for correlation structure in generalized estimating equations
- Time-varying coefficient model estimation through radial basis functions
- Local Box–Cox transformation on time-varying parametric models for smoothing estimation of conditional CDF with longitudinal data
- Nonparametric estimation for time-varying transformation models with longitudinal data
- A smoothing-based goodness-of-fit test of covariance for functional data
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Robust variable selection in modal varying-coefficient models with longitudinal
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- Time varying mixed effects model with fused Lasso regularization
- Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes
- Variable selection and estimation for partially linear single-index models with longitudinal data
- A new estimation in functional linear concurrent model with covariate dependent and noise contamination
- Estimated Quadratic Inference Function for Correlated Failure Time Data
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Unified variable selection for varying coefficient models with longitudinal data
- Semiparametric Additive Time-Varying Coefficients Model for Longitudinal Data with Censored Time Origin
- Improving estimation efficiency for multivariate failure time data with auxiliary covariates
- Semiparametric analysis of longitudinal zero-inflated count data
- Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
- Improved multiple quantile regression estimation with nonignorable dropouts
- Model estimation and selection for partial linear varying coefficient EV models with longitudinal data
- Functional concurrent hidden Markov model
- Dynamic relations for sparsely sampled Gaussian processes
- Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data
- The effect of the working correlation on fitting models to longitudinal data
- Covariate selection for multilevel models with missing data
- Estimation and variable selection of quantile partially linear additive models for correlated data
- Time-varying feature selection for longitudinal analysis
- Predictive generalized varying-coefficient longitudinal model
- Multivariate partial linear varying coefficients model for gene-environment interactions with multiple longitudinal traits
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- Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models
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- Robust model structure recovery for ultra-high-dimensional varying-coefficient models
- Modeling time-varying effects with generalized and unsynchronized longitudinal data
- Quadratic inference with dense functional responses
- Bias correction estimation for partially linear varying coefficient spatial autoregressive panel model with fixed effects
- Modeling time-varying effects of multilevel risk factors of hospitalizations in patients on dialysis
- Quantile adaptive feature screening for ultra-high dimensional longitudinal heterogeneous data
- Fast penalized generalized estimating equations for large longitudinal functional datasets
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