Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis

DOI10.1016/J.AMC.2014.07.086MaRDI QIDQ278635zbMATH OpenOpenAlexFDO

Authors Chaohui Guo, Hu Yang, Jing Lv

Publication date 2 May 2016

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2014.07.086

zbMATH Keywords

B-splinegeneralized estimating equationslongitudinal datamodified Cholesky decompositionpartial linear modelsrobustness

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric regression and quantile regression (62G08)

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Cites work

• 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
• scientific article; zbMATH DE number 3703310 (Why is no real title available?)
• Joint estimation of mean-covariance model for longitudinal data with basis function approximations
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• 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 in robust joint mean and covariance model for longitudinal data analysis
• Variable selection in robust regression models for longitudinal data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variances are not always nuisance parameters

Cited in

(13)

• An efficient and robust variable selection method for longitudinal generalized linear models
• Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
• Improving variance function estimation in semiparametric longitudinal data analysis
• Variable selection in robust semiparametric modeling for longitudinal data
• Variable selection in robust regression models for longitudinal data
• Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
• A robust approach to longitudinal data analysis
• Variable selection in robust joint mean and covariance model for longitudinal data analysis
• Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
• Robust variable selection in semiparametric mixed effects longitudinal data models
• Bayesian weighted composite quantile regression in varying-coefficient partially linear mixed-effects model with ordinal longitudinal data
• Robust corrected empirical likelihood for partially linear measurement error models
• Inference in semi-parametric spline mixed models for longitudinal data

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