Variable selection for longitudinal varying coefficient errors-in-variables models
DOI10.1080/03610926.2020.1801738OpenAlexW3047855631MaRDI QIDQ5079930
Yuzhao Gao, Mingtao Zhao, Yuehua Cui
Publication date: 30 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1801738
longitudinal datavariable selectionpenalized quadratic inference functionvarying coefficient errors-in-variables models
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Statistics (62-XX)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- Improving generalised estimating equations using quadratic inference functions
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Variable selection for varying coefficient models with measurement errors
- Statistical methods with varying coefficient models
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Generalized varying coefficient models for longitudinal data
- Corrected local polynomial estimation in varying-coefficient models with measurement errors
- Varying Coefficients Model with Measurement Error
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
- Variable selection for semiparametric errors-in-variables regression model with longitudinal data
- Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Measurement Error in Nonlinear Models
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Varying Coefficient Regression Models: A Review and New Developments
This page was built for publication: Variable selection for longitudinal varying coefficient errors-in-variables models
