Fan, Yali; Qin, Guoyou; Zhu, Zhongyi - In: Journal of Multivariate Analysis 109 (2012) C, pp. 156-167
In this article, we consider variable selection in robust regression models for longitudinal data. We propose a penalized robust estimating equation to estimate the regression parameters and to select the important covariate variables simultaneously. Under some regularity conditions, we show the...