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Persistent link: https://www.econbiz.de/10009215970
Breast cancer is the most common non-skin cancer in women and the second most common cause of cancer-related death in US women. It is well known that the breast cancer survival rate varies with age at diagnosis. For most cancers, the relative survival rate decreases with age, but breast cancer...
Persistent link: https://www.econbiz.de/10008864261
Persistent link: https://www.econbiz.de/10009186107
In this paper, we develop robust estimation for the mean and covariance jointly for the regression model of longitudinal data within the framework of generalized estimating equations (GEE). The proposed approach integrates the robust method and joint mean–covariance regression modeling. Robust...
Persistent link: https://www.econbiz.de/10010848628
In this paper, we develop a new variable selection procedure for quantile varying coefficient models with longitudinal data. The proposed method is based on basis function approximation and a class of group versions of the adaptive LASSO penalty, which penalizes the Lγ norm of the within-group...
Persistent link: https://www.econbiz.de/10011056483
Persistent link: https://www.econbiz.de/10006605496
Quantile regression in the presence of fixed censoring has been studied extensively in the literature. However, existing methods either suffer from computational instability or require complex procedures involving trimming and smoothing, which complicates the asymptotic theory of the resulting...
Persistent link: https://www.econbiz.de/10010994317
The single-index model is an important tool in multivariate nonparametric regression. This paper deals with M-estimators for the single-index model. Unlike the existing M-estimator for the single-index model, the unknown link function is approximated by B-spline and M-estimators for the...
Persistent link: https://www.econbiz.de/10010995153
type="main" xml:id="stan12035-abs-0001"We propose composite quantile regression for dependent data, in which the errors are from short-range dependent and strictly stationary linear processes. Under some regularity conditions, we show that composite quantile estimator enjoys root-n consistency...
Persistent link: https://www.econbiz.de/10011153257
It is of considerable interest to test for heteroscedasticity in statistical studies. In this paper, we investigate such a problem under the framework of a semiparametric mixed model. A score test is proposed for the hypothesis that all the variance components are zero. We establish the...
Persistent link: https://www.econbiz.de/10005093734