Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
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Cites work
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- A moving average Cholesky factor model in covariance modelling for longitudinal data
- A note on automatic variable selection using smooth-threshold estimating equations
- Additive regression and other nonparametric models
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Automatic variable selection for longitudinal generalized linear models
- Bivariate tensor-product \(B\)-splines in a partly linear model
- Breakdown properties of location \(M\)-estimators
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations
- Longitudinal data analysis using generalized linear models
- Marginal Longitudinal Nonparametric Regression
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- On the adaptive elastic net with a diverging number of parameters
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Quasi-likelihood functions
- Regularization and Variable Selection Via the Elastic Net
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Robust estimation in generalized semiparametric mixed models for longitudinal data
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Robust estimation of covariance parameters in partial linear model for longitudinal data
- Semiparametric mean-covariance regression analysis for longitudinal data
- Smoothing combined estimating equations in quantile regression for longitudinal data
- The Adaptive Lasso and Its Oracle Properties
- The dynamics of human gait
- Ultrahigh dimensional time course feature selection
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in robust joint mean and covariance model for longitudinal data analysis
- Variable selection in robust regression models for longitudinal data
- Variances are not always nuisance parameters
Cited in
(11)- Improving variance function estimation in semiparametric longitudinal data analysis
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
- An efficient and robust variable selection method for longitudinal generalized linear models
- A robust approach to longitudinal data analysis
- Variable selection in robust regression models for longitudinal data
- Inference in semi-parametric spline mixed models for longitudinal data
- Variable selection in robust semiparametric modeling for longitudinal data
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Variable selection in robust joint mean and covariance model for longitudinal data analysis
- Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
- Robust variable selection in semiparametric mixed effects longitudinal data models
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