Two step estimations for a single-index varying-coefficient model with longitudinal data
From MaRDI portal
Publication:1785809
DOI10.1007/s00362-016-0798-zzbMath1408.62070OpenAlexW2471512844MaRDI QIDQ1785809
Publication date: 1 October 2018
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0798-z
longitudinal dataefficiencygeneralized estimating equationslocal linear regressionmodified Cholesky decompositionsingle-index varying-coefficient modelcorrelations between repeated measures
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Estimation in single-index varying-coefficient panel data model, Local Walsh-average regression for single index varying coefficient models, Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- Quantile regression for single-index-coefficient regression models
- Variable selection for single-index varying-coefficient model
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Quadratic inference functions for partially linear single-index models with longitudinal data
- A robust and efficient estimation method for single index models
- Rank-based inference for the single-index model
- Variable selection in robust regression models for longitudinal data
- Empirical likelihood for single-index varying-coefficient models
- A robust and efficient estimation method for single-index varying-coefficient models
- The EFM approach for single-index models
- Penalized estimation in additive varying coefficient models using grouped regularization
- Statistical inference for a single-index varying-coefficient model
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
- Estimation for a partial-linear single-index model
- Profile empirical-likelihood inferences for the single-index-coefficient regression model
- On M-processes and M-estimation
- Penalized quadratic inference functions for single-index models with longitudinal data
- Block empirical likelihood for longitudinal single-index varying-coefficient model
- Adapting for the missing link
- Componentwise B-spline estimation for varying coefficient models with longitudinal data
- Statistical inference for the index parameter in single-index models
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- Adaptive estimation for varying coefficient models
- Model detection and estimation for single-index varying coefficient model
- Empirical likelihood for single-index varying-coefficient models with right-censored data
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data
- Model structure selection in single-index-coefficient regression models
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- An Adaptive Estimation of Dimension Reduction Space
- New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
- Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data
- Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Variable selection and estimation for partially linear single-index models with longitudinal data
