Multiple-index varying-coefficient models for longitudinal data
From MaRDI portal
Publication:5138681
DOI10.1080/02664763.2016.1238052OpenAlexW2524328789MaRDI QIDQ5138681
Wenchao Xu, Yuedong Wang, Ri-quan Zhang, Hongmei Lin, Jian-Hong Shi
Publication date: 4 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2016.1238052
longitudinal datalocal linear regressionCholesky decompositionprofile least-squaresmultiple-index varying-coefficient models
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Varying-coefficient single-index model
- Functional single index models for longitudinal data
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- The Nonparametric Estimation of Branching Curves
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- On modelling mean-covariance structures in longitudinal studies
- Mixed-Effects Models in S and S-PLUS
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
- Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Integrated Estimation of Functional-Coefficient Regression Models with Different Smoothing Variables
This page was built for publication: Multiple-index varying-coefficient models for longitudinal data