Pages that link to "Item:Q144284"

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

Displaying 50 items.

• Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations (Q123913) (← links)
• qif (Q144285) (← links)
• Set-based tests for genetic association in longitudinal studies (Q157244) (← links)
• Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
• Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
• Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
• Automatic variable selection for longitudinal generalized linear models (Q333718) (← links)
• Automatic variable selection for varying coefficient models with longitudinal data (Q334006) (← links)
• Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
• Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
• A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions (Q386291) (← links)
• Efficient computational algorithm for optimal allocation in regression models (Q390453) (← links)
• Quadratic inference functions for partially linear single-index models with longitudinal data (Q391628) (← links)
• Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
• Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
• Invariance-based estimating equations for skew-symmetric distributions (Q478218) (← links)
• The large sample properties of the solutions of general estimating equations (Q488897) (← links)
• Efficient estimation for longitudinal data by combining large-dimensional moment conditions (Q491394) (← links)
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
• A note on improving quadratic inference functions using a linear shrinkage approach (Q631550) (← links)
• Two-stage empirical likelihood for longitudinal neuroimaging data (Q641058) (← links)
• Quantile regression for longitudinal data with a working correlation model (Q693266) (← links)
• Second-order generalized estimating equations for correlated count data (Q736660) (← links)
• Weighted least squares estimators in possibly misspecified nonlinear regression (Q745319) (← links)
• Estimation for a marginal generalized single-index longitudinal model (Q764497) (← links)
• Semiparametric regression based on quadratic inference function for multivariate failure time data with auxiliary information (Q825225) (← links)
• Smoothing combined estimating equations in quantile regression for longitudinal data (Q892456) (← links)
• Improving estimation efficiency in quantile regression with longitudinal data (Q894786) (← links)
• The analysis of multivariate longitudinal data using multivariate marginal models (Q900834) (← links)
• Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data (Q900835) (← links)
• Penalized quadratic inference functions for single-index models with longitudinal data (Q958914) (← links)
• Hierarchical models for repeated binary data using the IBF sampler (Q959226) (← links)
• Estimation of the disease-specific diagnostic marker distribution under verification bias (Q961177) (← links)
• Longitudinal data analysis using sufficient dimension reduction method (Q961900) (← links)
• Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions (Q1023465) (← links)
• Local linear regression for data with AR errors (Q1036922) (← links)
• Discussion of Fan et al.'s paper ``Gaining efficiency via weighted estimators for multivariate failure time data'' (Q1042941) (← links)
• On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter. (Q1298892) (← links)
• Analysis of multivariate longitudinal data using quasi-least squares (Q1600734) (← links)
• Efficient classification for longitudinal data (Q1623630) (← 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)
• EM algorithm in Gaussian copula with missing data (Q1659051) (← links)
• The empirical Cressie-Read test statistics for longitudinal generalized linear models (Q1714738) (← links)
• A new orthogonality-based estimation for varying-coefficient partially linear models (Q1726157) (← links)
• Generalized growth curve models for longitudinal data in application to a randomized controlled trial (Q1726160) (← links)
• Efficient estimation in the partially linear quantile regression model for longitudinal data (Q1746542) (← links)
• Inference functions and quadratic score tests (Q1764309) (← links)
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data (Q1795586) (← links)
• Pursuit of dynamic structure in quantile additive models with longitudinal data (Q1799871) (← links)