Reducing component estimation for varying coefficient models with longitudinal data
From MaRDI portal
Publication:931484
DOI10.1007/S11425-007-0143-ZzbMath1234.62031OpenAlexW2154634341MaRDI QIDQ931484
Publication date: 25 June 2008
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-007-0143-z
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)
Related Items (5)
Componentwise B-spline estimation for varying coefficient models with longitudinal data ⋮ Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework ⋮ Joint modeling of longitudinal proportional measurements and survival time with a cure fraction ⋮ Robust estimation for functional coefficient regression models with spatial data ⋮ B-spline estimation for varying coefficient regression with spatial data
Cites Work
- Unnamed Item
- Unnamed Item
- Optimal rates of convergence for nonparametric estimators
- Statistical estimation in varying coefficient models
- One-step estimation for varying coefficient models
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Smoothing Spline Estimation in Varying-Coefficient Models
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- RATES OF CONVERGENCE IN SEMI‐PARAMETRIC MODELLING OF LONGITUDINAL DATA
- L1-estimation for varying coefficient models
This page was built for publication: Reducing component estimation for varying coefficient models with longitudinal data
