A two-step smoothing method for varying-coefficient models with repeated measurements

DOI10.1023/A:1004125621021zbMath0971.62017MaRDI QIDQ5926208

Chin-Tsang Chiang, Wu, Colin O., Yu, Kai Fun

Publication date: 3 May 2001

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

bandwidthkernel estimatorslongitudinal datamean squared errorultrasound measurementvarying coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (13)

Varying-coefficient hidden Markov models with zero-effect regions ⋮ Statistical inference for varying-coefficient models with error-prone covariates ⋮ On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates ⋮ Time-dynamic varying coefficient models for longitudinal data ⋮ Dynamic relations for sparsely sampled Gaussian processes ⋮ Error covariance matrix correction based approach to functional coefficient regression models with generated covariates ⋮ Testing the constancy in varying-coefficient regression models ⋮ Weighted local linear CQR for varying-coefficient models with missing covariates ⋮ Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout ⋮ Comparisons between simultaneous and componentwise splines for varying coefficient models ⋮ Penalized estimation in additive varying coefficient models using grouped regularization ⋮ Convergence rates for smoothing spline estimators in varying coefficient models ⋮ Corrected local polynomial estimation in varying-coefficient models with measurement errors

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