Pages that link to "Item:Q2429935"

The following pages link to GEE analysis of clustered binary data with diverging number of covariates (Q2429935):

Displaying 49 items.

• Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
• Automatic variable selection for longitudinal generalized linear models (Q333718) (← links)
• Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function (Q484854) (← links)
• Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates (Q830480) (← links)
• Asymptotic results with estimating equations for time-evolving clustered data (Q830743) (← links)
• An efficient and robust variable selection method for longitudinal generalized linear models (Q1623741) (← links)
• Unsupervised learning of mixture regression models for longitudinal data (Q1662922) (← links)
• Consistency of logistic classifier in abstract Hilbert spaces (Q1711588) (← links)
• Automatic variable selection for partially linear functional additive model and its application to the Tecator data set (Q1721105) (← links)
• Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← links)
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
• Shrinkage estimation analysis of correlated binary data with a diverging number of parameters (Q1945499) (← links)
• Maximum likelihood estimation in logistic regression models with a diverging number of covariates (Q1950882) (← links)
• Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data (Q2010817) (← links)
• Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix (Q2034455) (← links)
• Penalized generalized estimating equations approach to longitudinal data with multinomial responses (Q2132028) (← links)
• Test of significance for high-dimensional longitudinal data (Q2215753) (← links)
• Variable selection and estimation for longitudinal survey data (Q2252909) (← links)
• Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
• GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
• Semiparametric GEE analysis in partially linear single-index models for longitudinal data (Q2515493) (← links)
• Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data (Q2515857) (← links)
• Average estimation of semiparametric models for high-dimensional longitudinal data (Q2661849) (← links)
• Locally Efficient Semiparametric Estimators for Proportional Hazards Models with Measurement Error (Q2815598) (← links)
• Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis (Q2912325) (← links)
• GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK (Q2936835) (← links)
• Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data (Q2943788) (← links)
• Robust variable selection for generalized linear models with a diverging number of parameters (Q2979052) (← links)
• A profile likelihood approach for longitudinal data analysis (Q3119827) (← links)
• Analysis of GEE with a mixture working correlation matrix for diverging number of covariates (Q3390583) (← links)
• Estimation for Functional Single Index Models with Unknown Link Functions (Q5041333) (← links)
• Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data (Q5050427) (← links)
• GEE-Assisted Forward Regression for Spatial Latent Variable Models (Q5057226) (← links)
• (Q5096537) (← links)
• Ultrahigh dimensional time course feature selection (Q5170203) (← links)
• Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes (Q5875307) (← links)
• Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates (Q5875326) (← links)
• On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279) (← links)
• Model Selection of Generalized Estimating Equation With Divergent Model Size (Q6039870) (← links)
• WiSER: Robust and scalable estimation and inference of within‐subject variances from intensive longitudinal data (Q6055675) (← links)
• Grouped Generalized Estimating Equations for Longitudinal Data Analysis (Q6055758) (← links)
• Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates (Q6069485) (← links)
• Debiased lasso for generalized linear models with a diverging number of covariates (Q6079870) (← links)
• Asymptotic properties of GEE with diverging dimension of covariates (Q6133491) (← links)
• Debiased Lasso for stratified Cox models with application to the national kidney transplant data (Q6138663) (← links)
• Asymptotics of the general GEE estimator for high-dimensional longitudinal data (Q6573056) (← links)
• Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data (Q6581668) (← links)
• Empirical likelihood for generalized linear models with longitudinal data (Q6594968) (← links)
• Robust approach for variable selection with high dimensional longitudinal data analysis (Q6628222) (← links)