Empirical likelihood for varying coefficient EV models under longitudinal data
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Cites work
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Asymptotic normality for the partially linear EV models with longitudinal data
- Empirical likelihood confidence intervals for response mean with data missing at random
- Empirical likelihood confidence region for parameter in the errors-in-variables models.
- Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
- Empirical likelihood confidence regions of parameters in a censored partially linear EV models
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models
- Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empirical likelihood-based inference in linear errors-in-covariables models with validation data
- Empirical Likelihood-based Inference in Linear Models with Missing Data
- Estimation in a semiparametric partially linear errors-in-variables model
- Estimation in varying-coefficient errors-in-variables models with missing response variables
- Estimation of linear error-in-covariables models with validation data under random censorship
- Estimation of the linear EV model with censored data
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- scientific article; zbMATH DE number 1471715 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
- Nonparametric estimation of varying coefficient error-in-variable models with validation sampling
- Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
- Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Partially linear models with missing response variables and error-prone covariates
- Smoothing Spline Estimation in Varying-Coefficient Models
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(6)- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
- Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study
- scientific article; zbMATH DE number 5670785 (Why is no real title available?)
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Model estimation and selection for partial linear varying coefficient EV models with longitudinal data
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