Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
DOI10.1007/s00180-015-0612-8zbMath1347.65025OpenAlexW1843838096MaRDI QIDQ311324
Publication date: 29 September 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-015-0612-8
longitudinal dataquantile regressionvariable selectionB splineinduced smoothing methodpartially linear additive models
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Automatic variable selection for longitudinal generalized linear models
- Estimation and variable selection for generalized additive partial linear models
- Quantile regression for longitudinal data with a working correlation model
- Spline-backfitted kernel smoothing of partially linear additive model
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
- A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Nonparametric and semiparametric models.
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
- Weighted quantile regression for longitudinal data
- Modified SEE variable selection for varying coefficient instrumental variable models
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
- Empirical likelihood and quantile regression in longitudinal data analysis
- Quasi-Likelihood for Median Regression Models
- Variable selection in high-dimensional partly linear additive models
- A note on automatic variable selection using smooth-threshold estimating equations
- Regression Quantiles
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Standard errors and covariance matrices for smoothed rank estimators
- Quantile Regression Models with Multivariate Failure Time Data
- Estimation and variable selection for semiparametric additive partial linear models
This page was built for publication: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
