A Semiparametric Regression Model for Longitudinal Data with Non‐stationary Errors

DOI10.1111/SJOS.12284MaRDI QIDQ4599642zbMATH OpenOpenAlexFDO

Authors Rui Li, Chenlei Leng, Jinhong You

Publication date 4 January 2018

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

Full work available at URL http://wrap.warwick.ac.uk/91429/1/WRAP-A-semiparametric-regression-Li-Leng-Accepted.pdf

zbMATH Keywords

model selectionrate of convergenceB-splinesautoregressive processSCAD penalty

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(6)

• scientific article; zbMATH DE number 6401462 (Why is no real title available?)
• SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
• Nonparametric, semiparametric and SUR models for continuous longitudinal data
• On semiparametric familial\,-\,longitudinal models
• Semiparametric statistical inferences for longitudinal data with nonparametric covariance modelling
• Non parametric regression analysis for longitudinal data with time-depending autoregressive error process

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