Two step estimations for a single-index varying-coefficient model with longitudinal data
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Publication:1785809
DOI10.1007/s00362-016-0798-zzbMath1408.62070OpenAlexW2471512844MaRDI QIDQ1785809
Publication date: 1 October 2018
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0798-z
longitudinal dataefficiencygeneralized estimating equationslocal linear regressionmodified Cholesky decompositionsingle-index varying-coefficient modelcorrelations between repeated measures
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Estimation in single-index varying-coefficient panel data model, Local Walsh-average regression for single index varying coefficient models, Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors
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