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

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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)

Cites Work

• Functional Data Analysis for Sparse Longitudinal Data
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• A moving average Cholesky factor model in covariance modelling for longitudinal data
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• The relationship between virologic and immunologic responses in AIDS clinical research using mixed-effects varying-coefficient models with measurement error
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• Unified inference for sparse and dense longitudinal models
• Estimation of rank-tracking probabilities using nonparametric mixed-effects models for longitudinal data

Cited In (4)

• Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
• Unified statistical inference for a nonlinear dynamic functional/longitudinal data model
• Unified inference for sparse and dense longitudinal models
• On mean derivative estimation of longitudinal and functional data: from sparse to dense

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