Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
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Publication:4236509
DOI10.1093/BIOMET/85.4.809zbMATH Open0921.62045OpenAlexW2060467039MaRDI QIDQ4236509FDOQ4236509
Authors: Donald R. Hoover, John Rice, Colin O. Wu, Liping Yang 
Publication date: 4 October 1999
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b69a138356febf11e207ac430eb0c81d54aa2110
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- Asymptotics of nonparametric L-1 regression models with dependent data
- Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models
- Efficient estimation of longitudinal data additive varying coefficient regression models
- Reducing component estimation for varying coefficient models with longitudinal data
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- Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
- Semiparametric Time-Varying Coefficients Regression Model for Longitudinal Data
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
- Nonparametric estimation of varying coefficient error-in-variable models with validation sampling
- Estimation of semi-parametric additive coefficient model
- Wavelet estimation in varying-coefficient partially linear regression models
- Nonparametric estimation for time-varying transformation models with longitudinal data
- A two-step smoothing method for varying-coefficient models with repeated measurements
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- Model selection criteria for the varying-coefficient modelling via regularized basis expansions
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- An empirical likelihood check with varying coefficient fixed effect model with panel data
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data
- Robust spline-based variable selection in varying coefficient model
- Backfitting and local likelihood methods for nonparametric mixed-effects models with longitudinal data
- Nonparametric estimation of conditional distribution functions and rank-tracking probabilities with longitudinal data
- Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
- Variable selection for varying-coefficient models with the sparse regularization
- Backfitting Random Varying-Coefficient Models with Time-Dependent Smoothing Covariates
- Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data
- Wavelet estimation in time-varying coefficient models
- P-splines quantile regression estimation in varying coefficient models
- Estimation of semiparametric regression model with longitudinal data
- Proportional hazards model with varying coefficients for length-biased data
- Generalized partially linear varying-coefficient models
- Estimation on semivarying coefficient models with different degrees of smoothness
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data
- Recent history functional linear models for sparse longitudinal data
- Influence diagnostics in the varying coefficient model with longitudinal data
- Efficient estimation of adaptive varying-coefficient partially linear regression model
- A more flexible joint latent model for longitudinal and survival time data
- A quantile varying-coefficient regression approach to length-biased data modeling
- Nonlinear varying-coefficient models with applications to a photosynthesis study
- Quantile regression in heteroscedastic varying coefficient models
- Multicovariate-adjusted regression models
- Statistical inference on parametric part for partially linear single-index model
- Multivariate varying coefficient model for functional responses
- A nonparametric dynamic additive regression model for longitudinal data.
- Nonparametric Growth Curve Model with Local Linear Approximation
- Semiparametric model building for regression models with time-varying parameters
- Varying-coefficient marginal models and applications in longitudinal data analysis
- Estimation of the covariance matrix of random effects in longitudinal studies
- Time-dynamic varying coefficient models for longitudinal data
- Local likelihood with time‐varying additive hazards model
- Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates
- A space-time varying coefficient model: the equity of service accessibility
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- Robust and sparse learning of varying coefficient models with high-dimensional features
- Empirical likelihood based inference for varying coefficient panel data models with fixed effect
- Local Box–Cox transformation on time-varying parametric models for smoothing estimation of conditional CDF with longitudinal data
- Robust estimation for functional coefficient regression models with spatial data
- Estimation of semi-varying coefficient model with surrogate data and validation sampling
- Bridge regression: adaptivity and group selection
- Variable selection for longitudinal varying coefficient errors-in-variables models
- Local estimation for longitudinal semiparametric varying-coefficient partially linear model
- A semivarying joint model for longitudinal binary and continuous outcomes
- Functional convolution models
- Analysis of binary longitudinal data with time-varying effects
- Local quasi-likelihood approach to varying-coefficient discrete-valued time series models
- Statistical estimation in varying coefficient models
- Nonparametric estimation of varying-coefficient single-index models
- Model detection and variable selection for varying coefficient models with longitudinal data
- Inference of time-varying regression models
- Penalized estimation in additive varying coefficient models using grouped regularization
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Statistical inference in partially-varying-coefficient single-index model
- Mixture of functional linear models and its application to CO\(_2\)-GDP functional data
- Local polynomial fitting in semivarying coefficient model
- Two-step likelihood estimation procedure for varying-coefficient models
- Quantile regression with varying coefficients
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Varying-coefficient single-index model
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
- Nonparametric Estimation of Conditional Distributions and Rank-Tracking Probabilities With Time-Varying Transformation Models in Longitudinal Studies
- Semiparametric Estimation in General Repeated Measures Problems
- L1-estimation for varying coefficient models
- Estimation in varying-coefficient errors-in-variables models with missing response variables
- Homogeneity tests for one-way models with dependent errors under correlated groups
- Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
- Quantile index coefficient model with variable selection
- Penalized spline estimation in varying coefficient models with censored data
- Penalized Spline Estimation for Varying-Coefficient Models
- A goodness-of-fit test for a varying-coefficients model in longitudinal studies
- Single-index coefficient models for nonlinear time series
- Nonparametric estimation of time-variant parametric models with application to cross-sectional data
- Componentwise B-spline estimation for varying coefficient models with longitudinal data
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Quantile regression for dynamic partially linear varying coefficient time series models
- Support vector quantile regression with varying coefficients
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- Covariate Adjusted Correlation Analysis via Varying Coefficient Models
- Efficient inferences on the varying-coefficient single-index model with empirical likelihood
- A varying coefficients model for estimating finite population totals: a hierarchical Bayesian approach
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