Pages that link to "Item:Q5926208"
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The following pages link to A two-step smoothing method for varying-coefficient models with repeated measurements (Q5926208):
Displaying 15 items.
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Weighted local linear CQR for varying-coefficient models with missing covariates (Q497864) (← links)
- Dynamic relations for sparsely sampled Gaussian processes (Q619159) (← links)
- Testing the constancy in varying-coefficient regression models (Q649101) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Convergence rates for smoothing spline estimators in varying coefficient models (Q1039474) (← links)
- Time-dynamic varying coefficient models for longitudinal data (Q1662818) (← links)
- Varying-coefficient hidden Markov models with zero-effect regions (Q2143013) (← links)
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates (Q2390454) (← links)
- Comparisons between simultaneous and componentwise splines for varying coefficient models (Q2495326) (← links)
- Corrected local polynomial estimation in varying-coefficient models with measurement errors (Q3417681) (← links)
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements (Q4547581) (← links)
- Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout (Q5169793) (← links)
- Statistical inference for varying-coefficient models with error-prone covariates (Q5300713) (← links)
- Simultaneous selection and inference for varying coefficients with zero regions: a soft-thresholding approach (Q6589282) (← links)
