A double varying-coefficient modeling approach for analyzing longitudinal observations
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Cites work
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- A practical guide to splines
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
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- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Efficient semiparametric regression for longitudinal data with nonparametric covariance estima\-tion
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
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- Informative estimation and selection of correlation structure for longitudinal data
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Parsimonious Covariance Matrix Estimation for Longitudinal Data
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Semiparametric estimation of covariance matrixes for longitudinal data
- Semiparametric Longitudinal Model with Irregular Time autoregressive error process
- Semiparametric mean-covariance regression analysis for longitudinal data
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Semiparametric Time-Varying Coefficients Regression Model for Longitudinal Data
- Sparse varying coefficient models for longitudinal data
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in quantile varying coefficient models with longitudinal data
- Weak and strong uniform consistency of kernel regression estimates
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