Pages that link to "Item:Q1931853"
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The following pages link to Empirical likelihood for generalized linear models with longitudinal data (Q1931853):
Displaying 28 items.
- Empirical likelihood for quantile regression models with longitudinal data (Q622464) (← links)
- Robust empirical likelihood inference for longitudinal data (Q734689) (← links)
- Weighted empirical likelihood for generalized linear models with longitudinal data (Q989271) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- The empirical Cressie-Read test statistics for longitudinal generalized linear models (Q1714738) (← links)
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← 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)
- Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates -- application to modeling the health of Filipino children (Q2861948) (← links)
- Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
- Generalized Empirical Likelihood Inference in Generalized Linear Models for Longitudinal Data (Q2931580) (← links)
- On the asymptotic properties of the shrinkage empirical likelihood estimators for longitudinal data (Q3132278) (← links)
- Analysis of Longitudinal Data in the Case–Control Studies via Empirical Likelihood (Q3447109) (← links)
- Empirical Likelihood for Partially Non Linear Models with Missing Response Variables at Random (Q3458087) (← links)
- Inferences in generalized linear longitudinal mixed models (Q4932232) (← links)
- Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) (← links)
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data (Q5079842) (← links)
- Penalized empirical likelihood for generalized linear models with longitudinal data (Q5084007) (← links)
- Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood (Q5085928) (← links)
- Generalized empirical likelihood methods for analyzing longitudinal data (Q5305472) (← links)
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data (Q5307664) (← links)
- Criterion for the simultaneous selection of a working correlation structure and either generalized estimating equations or the quadratic inference function approach (Q5420232) (← links)
- Robust penalized empirical likelihood in high dimensional longitudinal data analysis (Q6049408) (← links)
- Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
- Bayesian analysis of longitudinal data via empirical likelihood (Q6096645) (← links)
- Robust semiparametric modeling of mean and covariance in longitudinal data (Q6579475) (← links)
- Decorrelated empirical likelihood for generalized linear models with high-dimensional longitudinal data (Q6580268) (← links)
- Empirical likelihood for generalized linear models with longitudinal data (Q6594968) (← links)
