Efficient estimation for time-varying coefficient longitudinal models

DOI10.1080/10485252.2018.1467415zbMATH Open1408.62072OpenAlexW2801784109WikidataQ129816890 ScholiaQ129816890MaRDI QIDQ5375952FDOQ5375952

Authors: Seon Jin Kim, Zhibiao Zhao, Zhijie Xiao 

Publication date: 17 September 2018

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2018.1467415

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zbMATH Keywords

quantile regressionasymptotic efficiencybandwidth selectiontime-varying coefficientFisher informationnonparametric smoothingprewhiteninglongitudinal model

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

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Cited In (11)

• Hypothesis testing for ARCH models: a multiple quantile regressions approach
• Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
• Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series
• Weighted quantile regression in varying-coefficient model with longitudinal data
• Time-varying coefficient models for joint modeling binary and continuous outcomes in longitudinal data
• Locally Stationary Quantile Regression for Inflation and Interest Rates
• Efficient Estimation for Models With Nonlinear Heteroscedasticity
• Efficient estimation in semivarying coefficient models for longitudinal/clustered data
• Efficient Inference for Longitudinal Data Varying‐coefficient Regression Models
• Efficient estimation for longitudinal data by combining large-dimensional moment conditions
• Efficient estimation of varying coefficient models with serially correlated errors

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