Estimation in a semiparametric model for longitudinal data with unspecified dependence structure

DOI10.1093/BIOMET/89.3.579MaRDI QIDQ4455354zbMATH OpenOpenAlexFDO

Authors

Publication date 16 March 2004

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/89.3.579

zbMATH Keywords

rate of convergencerepeated measuresmixed model\(B\)-spline\(M\)-estimatorregression median

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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• Estimating generalized semiparametric additive models using parameter cascading
• Variable selection for longitudinal varying coefficient errors-in-variables models
• Communication-efficient distributed estimation of partially linear additive models for large-scale data
• Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection
• Model averaging for M-estimation
• Estimation and variable selection of quantile partially linear additive models for correlated data
• Semiparametric GEE analysis in partially linear single-index models for longitudinal data
• Asymptotics of nonparametric L-1 regression models with dependent data
• Variable selection in robust semiparametric modeling for longitudinal data
• Varying-coefficient mean-covariance regression analysis for longitudinal data
• On marginal estimation in a semiparametric model for longitudinal data with time-independent covariates
• A new orthogonality-based estimation for varying-coefficient partially linear models
• Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
• Robust estimates in generalized partially linear single-index models
• Estimating functions for repeated measures with incidental parameters
• Estimation and variable selection for partially functional linear models
• Estimation of the marginal location under a partially linear model with missing responses
• Random weighting estimation of confidence intervals for quantiles
• Robust estimation of constant and time-varying parameters in nonlinear ordinary differential equation models
• Block empirical likelihood for longitudinal partially linear regression models
• Variable selection and joint estimation of mean and covariance models with an application to eQTL data
• Empirical likelihood inference in partially linear single-index models for longitudinal data
• Single-index composite quantile regression
• Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data
• Empirical likelihood analysis of longitudinal data involving within-subject correlation
• Detection of treatment effects by covariate-adjusted expected shortfall
• Robust estimation for functional logistic regression models
• SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
• Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure
• Variable selection for single-index varying-coefficient model
• Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
• Consistency and Normality ofM-Estimators in Partly Linear Models with Stochastic Adapted Errors
• A partial linear model in the outcome-dependent sampling setting to evaluate the effect of prenatal PCB exposure on cognitive function in children
• Variable selection and estimation for partially linear single-index models with longitudinal data
• Model detection and variable selection for semiparametric additive spatial autoregressive model
• Empirical likelihood inference for longitudinal data with missing response variables and error-prone covariates
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• Robust inference in varying-coefficient additive models for longitudinal/functional data
• Kernel estimation in semiparametric mixed effect longitudinal modeling
• Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
• Variable selection for the partial linear single-index model
• Semiparametric Tail Index Regression
• Robust estimation in partially linear regression models
• Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions
• Quantile regression in partially linear varying coefficient models
• Nonparametric M-estimation for functional stationary ergodic data
• Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
• M-estimators for single-index model using B-spline
• Robust estimation in generalized semiparametric mixed models for longitudinal data
• S-estimator in partially linear regression models
• The smoothing parameter, confidence interval and robustness for smoothing splines
• Robust Tests in Semiparametric Partly Linear Models
• Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators
• Smoothed partially linear quantile regression with nonignorable missing response
• Skew-normal semiparametric varying coefficient model and score test
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• Bias correction estimation for partially linear varying coefficient spatial autoregressive panel model with fixed effects
• Robust estimation of covariance parameters in partial linear model for longitudinal data
• Variable selection for semiparametric mixed models in longitudinal studies
• Analysis of longitudinal ordinal data using semi-parametric mixed model under missingness
• Model estimation and selection for partial linear varying coefficient EV models with longitudinal data
• M-estimation and B-spline approximation for varying coefficient models with longitudinal data
• Robust nonparametric regression on Riemannian manifolds
• Robust estimators in semi-functional partial linear regression models
• Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
• Quantile regression in varying coefficient models.
• Local influence for Student-\(t\) partially linear models
• Derivatives diagnostics and robustness for smoothing splines
• Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
• Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
• Partially linear single-index proportional hazards model with current status data
• Robust estimation of generalized partially linear model for longitudinal data with dropouts
• Weighted quantile regression in varying-coefficient model with longitudinal data
• Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
• Functional partially linear quantile regression model
• Estimating functional quantile regression through an eigen-sparse envelope model
• M-estimation for partially functional linear regression model based on splines
• Asymptotic normality of M-estimators in a semiparametric model with longitudinal data
• Estimation for the censored partially linear quantile regression models
• Variable selection for additive partial linear quantile regression with missing covariates
• Robust inference in partially linear models with missing responses
• Quantile regression with a change-point model for longitudinal data: an application to the study of cognitive changes in preclinical Alzheimer's disease
• The law of iterated logarithm of estimators for partially linear panel data models
• Sieve M-estimator for a semi-functional linear model
• Robust estimation in partially linear errors-in-variables models
• Simultaneous mean and covariance estimation of partially linear models for longitudinal data with missing responses and covariate measurement error
• Estimation and variable selection for quantile partially linear single-index models
• Empirical likelihood-based inference in a partially linear model for longitudinal data
• Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data
• Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
• Robustified Maximum Likelihood Estimation in Generalized Partial Linear Mixed Model for Longitudinal Data
• Estimation and testing for panel data partially linear single-index models with errors correlated in space and time
• GEE analysis of clustered binary data with diverging number of covariates
• Variable selection for partially varying coefficient single-index model

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