Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data

DOI10.1080/03610920802452586zbMath1165.62034OpenAlexW2021850068MaRDI QIDQ5321942

Cheng Longsheng, Tang Qingguo

Publication date: 16 July 2009

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

Full work available at URL: https://doi.org/10.1080/03610920802452586

zbMATH Keywords

asymptotic normalitylongitudinal dataquantile regression\(M\)-estimatorvarying coefficient modelrobust smoother

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items (4)

Wavelet-L₁-estimation for non parametric location-scale models under a general dependence framework ⋮ Wavelet-M-estimation for time-varying coefficient time series models ⋮ Nonparametric M-estimation for functional stationary ergodic data ⋮ Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures

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