Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models

DOI10.1111/SJOS.12253zbMATH Open1361.62020OpenAlexW2546882083MaRDI QIDQ2965547FDOQ2965547

Authors Yixin Chen, Weixin Yao 

Publication date 3 March 2017

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12253

zbMATH Keywords

central limit theoremkernel smoothingtime-varying coefficient modelsself-normalizationlongitudinal data analysis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 469335 (Why is no real title available?)
• scientific article; zbMATH DE number 1471715 (Why is no real title available?)
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• On modelling mean-covariance structures in longitudinal studies
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• The relationship between virologic and immunologic responses in AIDS clinical research using mixed-effects varying-coefficient models with measurement error
• Unified inference for sparse and dense longitudinal models
• Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
• Variable bandwidth and local linear regression smoothers
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements

Cited in

(6)

• Unified statistical inference for a nonlinear dynamic functional/longitudinal data model
• Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
• Unified inference for sparse and dense longitudinal models
• Hierarchical time-varying mixed-effects models in high-dimensional time series and longitudinal data studies
• On mean derivative estimation of longitudinal and functional data: from sparse to dense
• Efficient inference of longitudinal/functional data models with time-varying additive structure

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