Pages that link to "Item:Q144284"

The following pages link to Improving generalised estimating equations using quadratic inference functions (Q144284):

Displaying 50 items.

• A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
• Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts (Q2042529) (← links)
• Generalized partial linear models with nonignorable dropouts (Q2075033) (← links)
• Empirical likelihood in generalized linear models with working covariance matrix (Q2115219) (← links)
• Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates (Q2135930) (← links)
• Joint integrative analysis of multiple data sources with correlated vector outcomes (Q2170424) (← links)
• On post dimension reduction statistical inference (Q2196236) (← links)
• Test of significance for high-dimensional longitudinal data (Q2215753) (← links)
• Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data (Q2223100) (← links)
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates (Q2249842) (← links)
• Partially linear single index models for repeated measurements (Q2252906) (← links)
• Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data (Q2274969) (← links)
• Bilinear form test statistics for extremum estimation (Q2295359) (← links)
• Feature screening for ultrahigh-dimensional additive logistic models (Q2301064) (← links)
• Quantile regression for panel count data based on quadratic inference functions (Q2301117) (← links)
• Marginal quantile regression for varying coefficient models with longitudinal data (Q2304243) (← links)
• Weighted quantile regression in varying-coefficient model with longitudinal data (Q2305311) (← links)
• Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices (Q2316291) (← links)
• Weighted quantile regression for longitudinal data (Q2354749) (← links)
• QR decomposition based orthogonality estimation for partially linear models with longitudinal data (Q2357443) (← links)
• Weighted quantile regression for longitudinal data using empirical likelihood (Q2360851) (← links)
• Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data (Q2398408) (← links)
• Estimation and model identification of longitudinal data time-varying nonparametric models (Q2400821) (← links)
• Model specification test in a semiparametric regression model for longitudinal data (Q2401356) (← links)
• GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
• Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528) (← links)
• Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection (Q2445789) (← links)
• Robust testing with generalized partial linear models for longitudinal data (Q2480037) (← links)
• The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
• Semiparametric Generalized Estimating Equations in Misspecified Models (Q2787356) (← links)
• Merging multiple longitudinal studies with study-specific missing covariates: a joint estimating function approach (Q2809517) (← links)
• Modelling of covariance structures in generalised estimating equations for longitudinal data (Q2813926) (← links)
• Generalized method of moments for additive hazards model with clustered dental survival data (Q2835313) (← links)
• A Comparison of Utilized and Theoretical Covariance Weighting Matrices on the Estimation Performance of Quadratic Inference Functions (Q2876156) (← links)
• Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error (Q2921860) (← links)
• Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
• Efficient pairwise composite likelihood estimation for spatial-clustered data (Q2927619) (← links)
• Generalized Empirical Likelihood Inference in Generalized Linear Models for Longitudinal Data (Q2931580) (← links)
• A study of quadratic inference functions with alternative weighting matrices (Q2974907) (← links)
• Simple and fast overidentified rank estimation for right-censored length-biased data and backward recurrence time (Q3119806) (← links)
• A profile likelihood approach for longitudinal data analysis (Q3119827) (← links)
• Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method (Q3305033) (← links)
• Hybrid GEE 方法和 QIF 方法的比较 (Q3306325) (← links)
• Assessing robustness of generalised estimating equations and quadratic inference functions (Q3367608) (← links)
• Analysis of GEE with a mixture working correlation matrix for diverging number of covariates (Q3390583) (← links)
• Longitudinal Principal Component Analysis With an Application to Marketing Data (Q3391432) (← links)
• Testing for Order-Restricted Hypotheses in Longitudinal Data (Q3408542) (← links)
• Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach (Q3551037) (← links)
• Incorporating Correlation for Multivariate Failure Time Data When Cluster Size Is Large (Q3576913) (← links)
• Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions (Q3608254) (← links)