Pages that link to "Item:Q5307663"
From MaRDI portal
The following pages link to Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function (Q5307663):
Displaying 50 items.
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
- Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
- Quadratic inference functions for partially linear single-index models with longitudinal data (Q391628) (← links)
- Variable selection in semiparametric regression analysis for longitudinal data (Q421404) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Estimation with improved efficiency in semi-parametric linear longitudinal models (Q462156) (← links)
- Estimation in a semi-varying coefficient model for panel data with fixed effects (Q488951) (← links)
- Semi-parametric models for negative binomial panel data (Q505488) (← links)
- Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
- Regression analysis of longitudinal data with time-dependent covariates in the presence of informative observation and censoring times (Q538149) (← links)
- Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
- ANOVA for longitudinal data with missing values (Q620563) (← links)
- Varying-coefficient functional linear regression (Q637079) (← links)
- Semiparametric model for the dichotomized functional outcome after stroke: the Northern Manhattan Study (Q693281) (← links)
- Semi-parametric inference for semi-varying coefficient panel data model with individual effects (Q730446) (← links)
- Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method (Q736590) (← links)
- Second-order generalized estimating equations for correlated count data (Q736660) (← links)
- Profile local linear estimation of generalized semiparametric regression model for longitudinal data (Q746470) (← links)
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data (Q764510) (← links)
- Statistical inference for multivariate longitudinal data with irregular auto-correlated error process (Q828641) (← links)
- Model detection and estimation for varying coefficient panel data models with fixed effects (Q830568) (← links)
- Empirical likelihood inference in partially linear single-index models for longitudinal data (Q847425) (← links)
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data (Q961915) (← links)
- Marginal longitudinal semiparametric regression via penalized splines (Q984018) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- Quantile regression in partially linear varying coefficient models (Q1043714) (← links)
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data (Q1049192) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Estimating large correlation matrices for international migration (Q1624816) (← links)
- Functional mapping of human growth trajectories (Q1628803) (← links)
- Fast symmetric additive covariance smoothing (Q1662117) (← links)
- A new orthogonality-based estimation for varying-coefficient partially linear models (Q1726157) (← links)
- Efficient estimation in the partially linear quantile regression model for longitudinal data (Q1746542) (← links)
- Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
- Regression analysis for a semiparametric model with panel data. (Q1871233) (← links)
- Estimation and model selection in a class of semiparametric models for cluster data (Q1926004) (← links)
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
- Analysis of longitudinal data by combining multiple dynamic covariance models (Q1999988) (← links)
- Efficient estimation of longitudinal data additive varying coefficient regression models (Q2013055) (← links)
- Efficient estimation for varying-coefficient mixed effects models with functional response data (Q2036309) (← links)
- Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis (Q2057848) (← links)
- Kernel estimation in semiparametric mixed effect longitudinal modeling (Q2065264) (← links)
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← links)
- Conditional generalized estimating equations of mean-variance-correlation for clustered data (Q2076146) (← links)
- Latent Gaussian copula models for longitudinal binary data (Q2078580) (← links)
- Estimation of partially linear panel data models with cross-sectional dependence (Q2121167) (← links)
- Oracally efficient estimation for dense functional data with holiday effects (Q2177735) (← links)
- Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data (Q2192307) (← links)
- A robust joint modeling approach for longitudinal data with informative dropouts (Q2228227) (← links)
- Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data (Q2260573) (← links)