Variable selection in semiparametric quantile modeling for longitudinal data
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Cites work
- A simple approach for varying-coefficient model selection
- Additive regression and other nonparametric models
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Efficient estimation for semivarying-coefficient models
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Quantile regression in partially linear varying coefficient models
- Shrinkage estimation of the varying coefficient model
- The Adaptive Lasso and Its Oracle Properties
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in quantile varying coefficient models with longitudinal data
- Variable selection in semiparametric regression analysis for longitudinal data
- Variable selection of varying coefficient models in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(15)- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Variable selection in strong hierarchical semiparametric models for longitudinal data
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
- Copula and composite quantile regression-based estimating equations for longitudinal data
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
- Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
- Variable selection in quantile varying coefficient models with longitudinal data
- Variable selection in robust semiparametric modeling for longitudinal data
- Variable selection in semiparametric regression analysis for longitudinal data
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data
- Spatial local linear estimation of the L1-conditional quantiles for functional regressors
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
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