Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model

DOI10.1080/03610926.2010.491590zbMath1227.62028OpenAlexW2026600523MaRDI QIDQ3100637

Zhong-yi Zhu, Jie Mao

Publication date: 18 November 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.491590

zbMATH Keywords

local linear regressionmodified Cholesky decomposition

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items

Bayesian analysis of joint mean and covariance models for longitudinal data

Cites Work

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