Efficient estimation for time-dynamic longitudinal single-index model

DOI10.1080/03610926.2017.1361986MaRDI QIDQ5160286zbMATH OpenOpenAlexFDO

Authors Shu Liu, Liangyuan Liu

Publication date 28 October 2021

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1361986

zbMATH Keywords

efficiencyGEElocal polynomial regressionlongitudinal datasingle-index modelwithin-subject correlation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

• An Adaptive Estimation of Dimension Reduction Space
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
• Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
• Covariate adjusted functional principal components analysis for longitudinal data
• Direct estimation of the index coefficient in a single-index model
• Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates
• Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
• Efficient semiparametric regression for longitudinal data with nonparametric covariance estima\-tion
• Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data
• Functional single index models for longitudinal data
• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• Informative estimation and selection of correlation structure for longitudinal data
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
• Optimal smoothing in single-index models
• Penalized quadratic inference functions for single-index models with longitudinal data
• Semiparametric Estimation of Index Coefficients
• The EFM approach for single-index models
• Time-Varying Additive Models for Longitudinal Data
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(4)

• Two step estimations for a single-index varying-coefficient model with longitudinal data
• Functional single index models for longitudinal data
• Efficient estimation for longitudinal data by combining large-dimensional moment conditions
• Efficient estimation for time-varying coefficient longitudinal models

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