Efficient Inference for Longitudinal Data Varying‐coefficient Regression Models
DOI10.1111/ANZS.12139zbMATH Open1373.62356OpenAlexW2268561690MaRDI QIDQ5361189FDOQ5361189
Publication date: 27 September 2017
Published in: Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12139
Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Cited In (7)
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
- Large sample properties and confidence bands for component-wise varying-coefficient regression with longitudinal dependent variable
- Efficient estimation in semivarying coefficient models for longitudinal/clustered data
- Efficient estimation for time-varying coefficient longitudinal models
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions
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