Efficient estimation for time-dynamic longitudinal single-index model
From MaRDI portal
Publication:5160286
DOI10.1080/03610926.2017.1361986OpenAlexW2743176246MaRDI QIDQ5160286
Publication date: 28 October 2021
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1361986
longitudinal dataefficiencylocal polynomial regressionGEEsingle-index modelwithin-subject correlation
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Cites Work
- Unnamed Item
- The EFM approach for single-index models
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
- Penalized quadratic inference functions for single-index models with longitudinal data
- Direct estimation of the index coefficient in a single-index model
- Optimal smoothing in single-index models
- Covariate adjusted functional principal components analysis for longitudinal data
- Functional single index models for longitudinal data
- Time-Varying Additive Models for Longitudinal Data
- Efficient semiparametric regression for longitudinal data with nonparametric covariance estimation
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Weak and strong uniform consistency of kernel regression estimates
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- An Adaptive Estimation of Dimension Reduction Space
- Semiparametric Estimation of Index Coefficients
- Informative Estimation and Selection of Correlation Structure for Longitudinal Data
- New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
- Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
This page was built for publication: Efficient estimation for time-dynamic longitudinal single-index model