scientific article; zbMATH DE number 679593

MaRDI QIDQ4311645zbMATH OpenFDO

Authors Thomas H. Scheike

Publication date 29 June 1995

zbMATH Keywords

asymptotic normalitycensoringconditional least squaresconsistencycovariatesdependencylongitudinal data applicationsmarked point processregression modelweighted least squares

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(7)

• Cumulative regression function tests for regression models for longitudinal data
• A nonparametric dynamic additive regression model for longitudinal data.
• Sampling adjusted analysis of dynamic additive regression models for longitudinal data
• Parametric Regression Models for Continuous Time Removal and Recapture Studies
• Nonparametric kernel regression when the regressor follows a counting process
• A General Framework for Longitudinal Data through Marked Point Processes
• \(M\)-estimation in nonlinear regression for longitudinal data

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