Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
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Cited in
(only showing first 100 items - show all)- Local linear regression for data with AR errors
- Quantile regression in partially linear varying coefficient models
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
- Estimating large correlation matrices for international migration
- Functional mapping of human growth trajectories
- Fast symmetric additive covariance smoothing
- A new orthogonality-based estimation for varying-coefficient partially linear models
- Efficient estimation in the partially linear quantile regression model for longitudinal data
- Two step estimations for a single-index varying-coefficient model with longitudinal data
- Regression analysis for a semiparametric model with panel data.
- Estimation and model selection in a class of semiparametric models for cluster data
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data
- Analysis of longitudinal data by combining multiple dynamic covariance models
- Efficient estimation of longitudinal data additive varying coefficient regression models
- Efficient estimation for varying-coefficient mixed effects models with functional response data
- Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis
- Kernel estimation in semiparametric mixed effect longitudinal modeling
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- Conditional generalized estimating equations of mean-variance-correlation for clustered data
- Latent Gaussian copula models for longitudinal binary data
- Estimation of partially linear panel data models with cross-sectional dependence
- Oracally efficient estimation for dense functional data with holiday effects
- Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data
- A robust joint modeling approach for longitudinal data with informative dropouts
- Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
- A double varying-coefficient modeling approach for analyzing longitudinal observations
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- Analysis of panel data partially linear single-index models with serially correlated errors
- Marginal quantile regression for varying coefficient models with longitudinal data
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- A varying-coefficient approach to estimating multi-level clustered data models
- Estimation and model identification of longitudinal data time-varying nonparametric models
- Model specification test in a semiparametric regression model for longitudinal data
- Asymptotically optimal estimating equation with strongly consistent solutions for longitudinal data
- A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data
- New sequence spaces and function spaces on interval \([0, 1]\)
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations
- Estimation of the covariance matrix of random effects in longitudinal studies
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
- A new local estimation method for single index models for~longitudinal data
- Nonparametric estimation of mean and covariance structures for longitudinal data
- Inference under heteroscedasticity of unknown form using an adaptive estimator
- Variable selection for partially linear varying coefficient quantile regression model
- Efficient estimation for semi-varying coefficient model with an invertible linear process error
- New robust variable selection methods for linear regression models
- Semi-parametric efficient inference for heteroscedastic semivarying-coefficient models
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
- Asymptotic normality for the partially linear EV models with longitudinal data
- The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data
- Efficient semiparametric regression for longitudinal data with nonparametric covariance estima\-tion
- Joint mean-covariance models with applications to longitudinal data in partially linear model
- A Penalized Spline Approach to Functional Mixed Effects Model Analysis
- Optimal zone for bandwidth selection in semiparametric models
- Improving variance function estimation in semiparametric longitudinal data analysis
- A profile likelihood approach for longitudinal data analysis
- Non-parametric regression with a latent time series
- Semiparametric stochastic modeling of the rate function in longitudinal studies
- Longitudinal Principal Component Analysis With an Application to Marketing Data
- Semiparametric residuals and analysis for a scleroderma clinical trial
- Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Quadratic inference functions for partially linear single-index models with longitudinal data
- Variable selection in semiparametric regression analysis for longitudinal data
- Covariance estimation: the GLM and regularization perspectives
- A dynamic model for functional mapping of biological rhythms
- Semiparametric statistical inferences for longitudinal data with nonparametric covariance modelling
- Estimation with improved efficiency in semi-parametric linear longitudinal models
- Efficient estimation in partially linear single-index models for longitudinal data
- Nonparametric Estimation of Covariance Structure in Longitudinal Data
- Local Estimation of Age‐Dependent Variance Components from Longitudinal Twin Data
- Semiparametric Regression for Periodic Longitudinal Hormone Data from Multiple Menstrual Cycles
- Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
- Estimation in a semi-varying coefficient model for panel data with fixed effects
- Informative estimation and selection of correlation structure for longitudinal data
- Nonparametric estimation of probability density functions for irregularly observed spatial data
- A semiparametric approach to simultaneous covariance estimation for bivariate sparse longitudinal data
- Tail index varying coefficient model
- High-dimensional generalized semiparametric model for longitudinal data
- Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data
- Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health
- Non parametric covariance model with circular condition and its application
- Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data
- Semi-parametric models for negative binomial panel data
- Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data
- A New Functional Estimation Procedure for Varying Coefficient Models
- Orthogonality-based empirical likelihood inference for varying-coefficient partially nonlinear model with longitudinal data
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
- Optimal model averaging estimation for correlation structure in generalized estimating equations
- Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
- Multiple-index varying-coefficient models for longitudinal data
- Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
- Efficient estimation for time-dynamic longitudinal single-index model
- Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Joint mean-covariance model in generalized partially linear varying coefficient models for longitudinal data
- Hierarchical time-varying mixed-effects models in high-dimensional time series and longitudinal data studies
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