A double varying-coefficient modeling approach for analyzing longitudinal observations
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Cites work
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- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- A moving average Cholesky factor model in covariance modelling for longitudinal data
- A practical guide to splines
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- Efficient semiparametric regression for longitudinal data with nonparametric covariance estima\-tion
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- Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
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- 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 Longitudinal Model with Irregular Time autoregressive error process
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- Semiparametric Time-Varying Coefficients Regression Model for Longitudinal Data
- Semiparametric estimation of covariance matrixes for longitudinal data
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- 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
Cited in
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