Joint estimation for single index mean-covariance models with longitudinal data
From MaRDI portal
Publication:334829
DOI10.1016/j.jkss.2016.03.003zbMath1351.62071OpenAlexW2405749795MaRDI QIDQ334829
Jibo Wu, Chaohui Guo, Jing Lv, Hu Yang
Publication date: 1 November 2016
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2016.03.003
Related Items
A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data ⋮ Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Quadratic inference functions for partially linear single-index models with longitudinal data
- Single-index composite quantile regression
- M-estimators for single-index model using B-spline
- Penalized least squares for single index models
- The EFM approach for single-index models
- Estimation for a marginal generalized single-index longitudinal model
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
- On M-processes and M-estimation
- Penalized quadratic inference functions for single-index models with longitudinal data
- Estimation of single index model with missing response at random
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Spectral bounds for \(\| A^{-1}\| _{\infty}\)
- Adapting for the missing link
- Partially linear single index models for repeated measurements
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
- Variable selection in quantile varying coefficient models with longitudinal data
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Statistical Inference for Single-index Panel Data Models
- An Adaptive Estimation of Dimension Reduction Space
- Semiparametric Estimation of Index Coefficients
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
- Variable selection for partially varying coefficient single-index model
- Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data
- Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
- Varying Index Coefficient Models
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- A practical guide to splines.