Penalized quadratic inference functions for single-index models with longitudinal data

DOI10.1016/j.jmva.2008.04.004zbMath1160.65006OpenAlexW2082165168MaRDI QIDQ958914

Yang Bai, Wing-Kam Fung, Zhong-yi Zhu

Publication date: 10 December 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.04.004

zbMATH Keywords

estimationconsistencyasymptotic normalityMonte Carlo simulationsdata analysis\(P\)-splinesquadratic inference functionsLongitudinal datasingle index modelsnon-parametric goodness-of-fit test

Mathematics Subject Classification ID

Related Items (29)

Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data ⋮ Joint estimation for single index mean-covariance models with longitudinal data ⋮ Estimation and testing for time-varying quantile single-index models with longitudinal data ⋮ GEE analysis for longitudinal single-index quantile regression ⋮ Quadratic inference functions for partially linear single-index models with longitudinal data ⋮ Large-sample estimation and inference in multivariate single-index models ⋮ Sufficient dimension reduction for clustered data via finite mixture modelling ⋮ Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions ⋮ Estimation and testing for panel data partially linear single-index models with errors correlated in space and time ⋮ Efficient estimation for marginal generalized partially linear single-index models with longitudinal data ⋮ Functional single index models for longitudinal data ⋮ Estimation for the single-index models with random effects ⋮ Semiparametric partially linear regression models for functional data ⋮ Unnamed Item ⋮ Simultaneous confidence band for single-index random effects models with longitudinal data ⋮ Efficient estimation for time-dynamic longitudinal single-index model ⋮ Partially linear single index models for repeated measurements ⋮ Weighted estimation of single index models with right censored responses ⋮ Variable selection for the partial linear single-index model ⋮ Two step estimations for a single-index varying-coefficient model with longitudinal data ⋮ Variable selection and estimation for partially linear single-index models with longitudinal data ⋮ Analysis of panel data partially linear single-index models with serially correlated errors ⋮ Dynamic influence prediction of social network based on partial autoregression single index model ⋮ 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 ⋮ A new local estimation method for single index models for longitudinal data ⋮ Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data ⋮ A Comparison of Utilized and Theoretical Covariance Weighting Matrices on the Estimation Performance of Quadratic Inference Functions ⋮ Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes

Cites Work

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