Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models

DOI10.1111/sjos.12253zbMath1361.62020OpenAlexW2546882083MaRDI QIDQ2965547

Yixin Chen, Weixin Yao

Publication date: 3 March 2017

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

Full work available at URL: https://doi.org/10.1111/sjos.12253

zbMATH Keywords

kernel smoothingcentral limit theoremlongitudinal data analysisself-normalizationtime-varying coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Central limit and other weak theorems (60F05)

Related Items (2)

Unified statistical inference for a nonlinear dynamic functional/longitudinal data model ⋮ On mean derivative estimation of longitudinal and functional data: from sparse to dense

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