Pages that link to "Item:Q5314844"
From MaRDI portal
The following pages link to Standard errors and covariance matrices for smoothed rank estimators (Q5314844):
Displaying 50 items.
- Smoothed quantile regression for censored residual life (Q98524) (← links)
- Fast accelerated failure time modeling for case-cohort data (Q123907) (← links)
- Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations (Q123913) (← links)
- Does Cox analysis of a randomized survival study yield a causal treatment effect? (Q269762) (← links)
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324) (← links)
- Variance estimation in censored quantile regression via induced smoothing (Q433236) (← links)
- Smoothed rank-based procedure for censored data (Q485949) (← links)
- Linear quantile regression models for longitudinal experiments: an overview (Q497095) (← links)
- Rank-based estimation for semiparametric accelerated failure time model under length-biased sampling (Q518259) (← links)
- Empirical likelihood for quantile regression models with longitudinal data (Q622464) (← links)
- Quantile regression for longitudinal data with a working correlation model (Q693266) (← links)
- A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems (Q746299) (← links)
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
- Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456) (← links)
- Threshold effect test in censored quantile regression (Q894590) (← links)
- Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
- Rank regression for accelerated failure time model with clustered and censored data (Q901630) (← links)
- Quantile regression without the curse of unsmoothness (Q961840) (← links)
- Rank regression for analysis of clustered data: a natural induced smoothing approach (Q962354) (← links)
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements (Q1623805) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- Composite quantile regression for correlated data (Q1658431) (← links)
- Induced smoothing for the semiparametric accelerated hazards model (Q1927214) (← links)
- Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
- Comparison of variance estimation methods in semiparametric accelerated failure time models for multivariate failure time data (Q2068964) (← links)
- An efficient Gehan-type estimation for the accelerated failure time model with clustered and censored data (Q2074084) (← links)
- Assessing wage status transition and stagnation using quantile transition regression (Q2179952) (← links)
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data (Q2242035) (← links)
- Jackknife empirical likelihood inference for the accelerated failure time model (Q2273154) (← links)
- Marginal quantile regression for varying coefficient models with longitudinal data (Q2304243) (← links)
- Empirical likelihood-based weighted rank regression with missing covariates (Q2306888) (← links)
- Weighted quantile regression for longitudinal data (Q2354749) (← links)
- Extremum estimation and numerical derivatives (Q2354853) (← links)
- Weighted quantile regression for longitudinal data using empirical likelihood (Q2360851) (← 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)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- Robust Smoothed Rank Estimation Methods for Accelerated Failure Time Model Allowing Clusters (Q2816717) (← links)
- Selection and combination of biomarkers using ROC method for disease classification and prediction (Q3087593) (← links)
- Tail-Adaptive Location Rank Test for the Generalized Secant Hyperbolic Distribution (Q3527740) (← links)
- Statistical inference on transformation models: a self-induced smoothing approach (Q4643624) (← links)
- Efficient Estimation for Rank‐Based Regression with Clustered Data (Q4911930) (← links)
- Quantile Association Regression Models (Q4975345) (← links)
- (Q4986375) (← links)
- Is it even rainier in<i>North</i>Vancouver? A non-parametric rank-based test for semicontinuous longitudinal data (Q5036576) (← links)
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data (Q5079845) (← links)
- Fitting semiparametric accelerated failure time models for nested case–control data (Q5106809) (← links)
- Weighted Rank Regression for Clustered Data Analysis (Q5450452) (← links)
- Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes (Q5875307) (← links)
