Estimation of the covariance matrix of random effects in longitudinal studies

DOI10.1214/009053607000000523zbMath1129.62053arXiv0803.4112OpenAlexW1987893388MaRDI QIDQ2473081

Howell Tong, Wenyang Zhang, Yan Sun

Publication date: 26 February 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.4112

zbMATH Keywords

random effectsvarying-coefficient modelsrestricted maximum likelihood estimationwithin cluster correlation structure

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Applications of statistics to social sciences (62P25)

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