Efficient estimation for time-varying coefficient longitudinal models

DOI10.1080/10485252.2018.1467415zbMath1408.62072OpenAlexW2801784109MaRDI QIDQ5375952

Seon Jin Kim, Zhijie Xiao, Zhibiao Zhao

Publication date: 17 September 2018

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2018.1467415

zbMATH Keywords

asymptotic efficiencyquantile regressionFisher informationbandwidth selectiontime-varying coefficientnonparametric smoothingprewhiteninglongitudinal model

Mathematics Subject Classification ID

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

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HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH

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