Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis

DOI10.1016/j.jmva.2021.104900zbMath1480.62098OpenAlexW3211883524MaRDI QIDQ2057848

Shengji Jia, Haoran Lu, Chunming Zhang

Publication date: 7 December 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104900

zbMATH Keywords

covariance functionlocal linear regressionmethod of regularizationvarying-coefficient partially linear modelhigh-dimensional covariance matrixprofile weighted least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

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• Functional Data Analysis for Sparse Longitudinal Data

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