Two step estimations for a single-index varying-coefficient model with longitudinal data

DOI10.1007/s00362-016-0798-zzbMath1408.62070OpenAlexW2471512844MaRDI QIDQ1785809

Jing Lv, Hu Yang, Chaohui Guo

Publication date: 1 October 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0798-z

zbMATH Keywords

longitudinal dataefficiencygeneralized estimating equationslocal linear regressionmodified Cholesky decompositionsingle-index varying-coefficient modelcorrelations between repeated measures

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Estimation in single-index varying-coefficient panel data model, Local Walsh-average regression for single index varying coefficient models, Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors

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