Two-stage efficient estimation of longitudinal nonparametric additive models

DOI10.1016/j.spl.2007.04.006zbMath1129.62040OpenAlexW2071542472MaRDI QIDQ2471243

Haibo Zhou, Jin-hong You

Publication date: 22 February 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.04.006

zbMATH Keywords

longitudinal dataefficiencyoracle propertyadditive modeltwo-stage estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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Two-stage local rank estimation for generalised partially linear varying-coefficient models ⋮ Statistical inference for the partially linear single-index model of panel data with serially correlated error structure ⋮ A new approach to varying-coefficient additive models with longitudinal covariates ⋮ Time-Varying Additive Models for Longitudinal Data

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