Efficient estimation for time-varying coefficient longitudinal models
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Publication:5375952
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 2115411 (Why is no real title available?)
- A note on L-estimates for linear models
- Adaptive \(L\)-estimation for linear models
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Composite quantile regression and the oracle model selection theory
- Conditional growth charts. (With discussion and rejoinder)
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Inference for censored quantile regression models in longitudinal studies
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Local Linear Quantile Regression
- Local linear regression for data with AR errors
- Local polynomial regression analysis of clustered data
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- Nonparametric Varying-Coefficient Models for the Analysis of Longitudinal Data
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- On the asymptotics of marginal regression splines with longitudinal data
- Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
- Quantile regression for longitudinal data
- Quantile regression in partially linear varying coefficient models
- Quantile regression in varying coefficient models.
- Quantile regression with varying coefficients
- Quantile regression.
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Some inequalities satisfied by the quantities of information of Fisher and Shannon
Cited in
(11)- Locally Stationary Quantile Regression for Inflation and Interest Rates
- Efficient Estimation for Models With Nonlinear Heteroscedasticity
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions
- Efficient estimation in semivarying coefficient models for longitudinal/clustered data
- Hypothesis testing for ARCH models: a multiple quantile regressions approach
- Efficient Inference for Longitudinal Data Varying‐coefficient Regression Models
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Efficient estimation of varying coefficient models with serially correlated errors
- Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series
- Time-varying coefficient models for joint modeling binary and continuous outcomes in longitudinal data
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