A new local estimation method for single index models for longitudinal data

DOI10.1080/10485252.2016.1191632zbMath1348.62108OpenAlexW2416478502MaRDI QIDQ2832021

Hongmei Lin, Ji-cai Liu, Ri-quan Zhang, Yanghui Liu, Jian-Hong Shi

Publication date: 4 November 2016

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2016.1191632

zbMATH Keywords

longitudinal datalocal linear regressionCholesky decompositionsingle index models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items

Large-sample estimation and inference in multivariate single-index models ⋮ Sufficient dimension reduction for clustered data via finite mixture modelling ⋮ Local estimation for longitudinal semiparametric varying-coefficient partially linear model ⋮ Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables ⋮ Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data ⋮ Quantile estimations via modified Cholesky decomposition for longitudinal single-index models

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