Varying-coefficient mean-covariance regression analysis for longitudinal data

DOI10.1016/j.jspi.2014.11.008zbMath1311.62083MaRDI QIDQ2344387

Shu Liu, Guodong Li

Publication date: 15 May 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2014.11.008

zbMATH Keywords

longitudinal data; efficiency; local polynomial regression; modified Cholesky decomposition; varying-coefficient; within-subject correlation

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H20: Measures of association (correlation, canonical correlation, etc.)

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