A semiparametric threshold model for censored longitudinal data analysis

DOI10.1198/JASA.2011.TM10592MaRDI QIDQ3095186zbMATH OpenOpenAlexFDO

Authors Wenyang Zhang, Jia-Liang Li

Publication date 28 October 2011

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/jasa.2011.tm10592

zbMATH Keywords

ABICkernel smoothinglocal maximum likelihood estimationquadratic approximationsemiparametric model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Censored data models (62N01) Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical applications (general) (92C50)

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Cited in

(15)

• Estimation and model selection in a class of semiparametric models for cluster data
• A semiparametric spatial dynamic model
• Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Estimation in generalised varying-coefficient models with unspecified link functions
• Quantile regression for panel data models with fixed effects under random censoring
• Optimal model averaging estimation for correlation structure in generalized estimating equations
• Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging Study
• The connection between cross-validation and Akaike information criterion in a semiparametric family
• Multikink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis
• Fast estimators for the mean function for functional data with detection limits
• Semiparametric varying-coefficient model for interval censored data with a cured proportion
• A class of structured high-dimensional dynamic covariance matrices
• Data-driven estimation for multithreshold accelerated failure time model
• Multiple-index approach to multiple autoregressive time series model
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models

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