Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure

DOI10.1080/02331888.2011.617819MaRDI QIDQ5299495zbMATH OpenOpenAlexFDO

Authors Xingcai Zhou, Jinguan Lin

Publication date 25 June 2013

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2011.617819

zbMATH Keywords

strong consistencylongitudinal datasemiparametric modelpartially linear regression modelmartingale difference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Martingales with discrete parameter (60G42)

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
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Cited in

(4)

• Reduced-Rank Envelope Vector Autoregressive Model
• Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors
• Mean square consistency of the semiparametric regression model of longitudinal data with martingale difference errors
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure

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