Joint estimation for single index mean-covariance models with longitudinal data
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Cites work
- scientific article; zbMATH DE number 477682 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- A practical guide to splines.
- Adapting for the missing link
- An Adaptive Estimation of Dimension Reduction Space
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
- Estimation for a marginal generalized single-index longitudinal model
- Estimation of single index model with missing response at random
- Joint mean-covariance model in generalized partially linear varying coefficient models for longitudinal data
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Longitudinal data analysis using generalized linear models
- M-estimators for single-index model using B-spline
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- On M-processes and M-estimation
- Partially linear single index models for repeated measurements
- Penalized least squares for single index models
- Penalized quadratic inference functions for single-index models with longitudinal data
- Quadratic inference functions for partially linear single-index models with longitudinal data
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Semiparametric Estimation of Index Coefficients
- Semiparametric mean-covariance regression analysis for longitudinal data
- Single-index composite quantile regression
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Spectral bounds for \(\| A^{-1}\| _{\infty}\)
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
- Statistical inference for single-index panel data models
- The EFM approach for single-index models
- Variable selection for partially varying coefficient single-index model
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in quantile varying coefficient models with longitudinal data
- Variable selection in robust joint mean and covariance model for longitudinal data analysis
- Varying index coefficient models
- Varying-coefficient mean-covariance regression analysis for longitudinal data
Cited in
(4)- Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- A new local estimation method for single index models for~longitudinal data
- Two step estimations for a single-index varying-coefficient model with longitudinal data
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