Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure
DOI10.1080/02331888.2011.617819zbMATH Open1327.62270OpenAlexW2088900345MaRDI QIDQ5299495FDOQ5299495
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
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strong consistencylongitudinal datasemiparametric modelpartially linear regression modelmartingale difference
Nonparametric regression and quantile regression (62G08) Martingales with discrete parameter (60G42)
Cites Work
- Root-N-Consistent Semiparametric Regression
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- Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Title not available (Why is that?)
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- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
- On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
- Asymptotic theory for partly linear models
- Estimating partially linear panel data models with one-way error components
- Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data
- Fixed-design semiparametric regression for linear time series
Cited In (4)
- Mean square consistency of the semiparametric regression model of longitudinal data with martingale difference errors
- Reduced-Rank Envelope Vector Autoregressive Model
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors
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