On the asymptotic properties of the shrinkage empirical likelihood estimators for longitudinal data

DOI10.3969/J.ISSN.0253-2778.2017.03.003MaRDI QIDQ3132278zbMATH OpenFDO

Authors Gang Xu, Yan Zhang, Weiping Zhang

Publication date 29 January 2018

zbMATH Keywords

longitudinal dataempirical likelihoodshrinkage estimationlarge sample properties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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• A class of shrinkage priors for the dependence structure in longitudinal data
• Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates -- application to modeling the health of Filipino children

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