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

DOI10.1007/S00362-016-0798-ZzbMATH Open1408.62070OpenAlexW2471512844MaRDI QIDQ1785809FDOQ1785809

Authors: Chaohui Guo, Hu Yang, Jing Lv 

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

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zbMATH Keywords

longitudinal dataefficiencylocal linear regressiongeneralized estimating equationsmodified Cholesky decompositionsingle-index varying-coefficient modelcorrelations between repeated measures

Mathematics Subject Classification ID

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

Cites Work

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Cited In (11)

• Varying-coefficient single-index model for longitudinal data
• Two-stage estimation of inequality-constrained marginal linear models with longitudinal data
• Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors
• A double varying-coefficient modeling approach for analyzing longitudinal observations
• Joint estimation for single index mean-covariance models with longitudinal data
• Asymptotic results of error density estimator in nonlinear autoregressive models
• Efficient estimation for time-dynamic longitudinal single-index model
• Asymptotic normality of error density estimator in stationary and explosive autoregressive models
• A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error
• Estimation in single-index varying-coefficient panel data model
• Local Walsh-average regression for single index varying coefficient models

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