Pages that link to "Item:Q5088211"

The following pages link to New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data (Q5088211):

Displaying 32 items.

• Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
• Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
• A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes (Q1659007) (← links)
• Comparison of a large number of regression curves (Q1679568) (← links)
• Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
• Efficient estimation of longitudinal data additive varying coefficient regression models (Q2013055) (← links)
• Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data (Q2074675) (← links)
• Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← links)
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
• On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
• Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
• Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← links)
• A simultaneous confidence corridor for varying coefficient regression with sparse functional data (Q2342871) (← links)
• Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← links)
• Estimation and model identification of longitudinal data time-varying nonparametric models (Q2400821) (← links)
• Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
• GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
• Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528) (← links)
• Efficient Estimation of the Nonparametric Mean and Covariance Functions for Longitudinal and Sparse Functional Data (Q3121179) (← links)
• Modelling Functional Data with High-dimensional Error Structure (Q3300632) (← links)
• Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
• A New Functional Estimation Procedure for Varying Coefficient Models (Q5079467) (← links)
• Optimal model averaging estimation for correlation structure in generalized estimating equations (Q5085950) (← links)
• Statistical inference for the partially linear single-index model of panel data with serially correlated error structure (Q5096012) (← links)
• Robust estimation of mean and covariance for longitudinal data with dropouts (Q5130240) (← links)
• Multiple-index varying-coefficient models for longitudinal data (Q5138681) (← links)
• Efficient estimation for time-dynamic longitudinal single-index model (Q5160286) (← links)
• (Q5431195) (← links)
• Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data (Q6141717) (← links)
• Factor-augmented Model for Functional Data (Q6144617) (← links)