A new local estimation method for single index models for~longitudinal data

DOI10.1080/10485252.2016.1191632MaRDI QIDQ2832021zbMATH OpenOpenAlexFDO

Authors Hongmei Lin, Riquan Zhang, Jicai Liu, Yanghui Liu, Jianhong Shi

Publication date 4 November 2016

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

Full work available at URL https://doi.org/10.1080/10485252.2016.1191632

zbMATH Keywords

Cholesky decompositionlocal linear regressionlongitudinal datasingle index models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

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Cites work

• An Adaptive Estimation of Dimension Reduction Space
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
• Estimating dynamic panel data discrete choice models with fixed effects
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Marginal nonparametric kernel regression accounting for within-subject correlation
• Modelling of covariance structures in generalised estimating equations for longitudinal data
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• On modelling mean-covariance structures in longitudinal studies
• Optimal smoothing in single-index models
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Penalized quadratic inference functions for single-index models with longitudinal data
• Semi-parametric estimation of partially linear single-index models
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric mean-covariance regression analysis for longitudinal data

Cited in

(14)

• Varying-coefficient single-index model for longitudinal data
• Local Walsh-average-based estimation and variable selection for single-index models
• Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
• Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
• Large-sample estimation and inference in multivariate single-index models
• Functional single index models for longitudinal data
• New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
• Local estimation for longitudinal semiparametric varying-coefficient partially linear model
• Sufficient dimension reduction for clustered data via finite mixture modelling
• A new estimation for single index model with longitudinal data in the presence of measurement errors
• Quantile Regression and Homogeneity Identification of a Semiparametric Panel Data Model
• Estimation for a marginal generalized single-index longitudinal model
• Penalized quadratic inference functions for single-index models with longitudinal data

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