Unified inference for sparse and dense longitudinal models
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Publication:5411023
DOI10.1093/biomet/ass050zbMath1284.62536OpenAlexW2168196032WikidataQ33791891 ScholiaQ33791891MaRDI QIDQ5411023
Publication date: 22 April 2014
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4066936
kernel smoothingnonparametric estimationmixed-effects modelsself-normalizationsparse longitudinal data
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Unified statistical inference for a nonlinear dynamic functional/longitudinal data model ⋮ A new approach of subgroup identification for high-dimensional longitudinal data ⋮ Model specification test in a semiparametric regression model for longitudinal data ⋮ Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models ⋮ Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval ⋮ Semiparametric GEE analysis in partially linear single-index models for longitudinal data ⋮ Pursuit of dynamic structure in quantile additive models with longitudinal data
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