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)

Recommendations

• 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
• Statistical analysis of a semi-parametric regression model for longitudinal data
• Strong consistency of estimators in a semiparametric regression model for longitudinal data
• Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure

Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
• Asymptotic normality in partial linear models based on dependent errors
• Asymptotic theory for partly linear models
• Asymptotics of estimators in semi-parametric model under NA samples
• Empirical likelihood inference for partial linear models under martingale difference sequence
• Empirical likelihood inference for semiparametric model with linear process errors
• Estimating partially linear panel data models with one-way error components
• Fixed-design semiparametric regression for linear time series
• Invariance principle for martingale-difference random fields
• Large deviations for martingales.
• Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence
• Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• On a semiparametric regression model whose errors form a linear process with negatively associated innovations
• On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
• Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data
• RATES OF CONVERGENCE IN SEMI‐PARAMETRIC MODELLING OF LONGITUDINAL DATA
• Root-N-Consistent Semiparametric Regression
• Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
• Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
• Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
• Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
• Testing the martingale difference hypothesis using integrated regression functions

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

This page was built for publication: Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5299495)