scientific article; zbMATH DE number 2222296
From MaRDI portal
Publication:5701063
asymptotic normalityconfidence intervalsrepeated measurementsHIV infectionvarying coefficient modelsCD4 depletion
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Analysis of variance and covariance (ANOVA) (62J10) Numerical computation using splines (65D07)
Recommendations
- Componentwise B-spline estimation for varying coefficient models with longitudinal data
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
Cited in
(only showing first 100 items - show all)- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression
- Unified variable selection for varying coefficient models with longitudinal data
- Varying Coefficient Regression Models: A Review and New Developments
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
- Testing for constancy in varying coefficient models
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- Varying Coefficient Model with Unknown Within‐Subject Covariance for Analysis of Tumor Growth Curves
- Quantile regression in heteroscedastic varying coefficient models
- Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data
- Variable selection and structure identification for varying coefficient Cox models
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Nonparametric instrument model averaging
- B-spline estimation for varying coefficient regression with spatial data
- Quickly variable selection for varying coefficient models with missing response at random
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Multivariate varying coefficient model for functional responses
- Dynamic relations for sparsely sampled Gaussian processes
- Two-stage local rank estimation for generalised partially linear varying-coefficient models
- Semiparametric model building for regression models with time-varying parameters
- Cardiovascular event risk dynamics over time in older patients on dialysis: a generalized multiple-index varying coefficient model approach
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
- Model detection and estimation for varying coefficient panel data models with fixed effects
- Corrected local polynomial estimation in varying-coefficient models with measurement errors
- Adaptive estimation for varying coefficient models
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Longitudinal Principal Component Analysis With an Application to Marketing Data
- Time-dynamic varying coefficient models for longitudinal data
- Gaussian approximation for nonstationary time series with optimal rate and explicit construction
- Smoothing Spline Estimation in Varying-Coefficient Models
- Inference for high-dimensional varying-coefficient quantile regression
- Shape testing in varying coefficient models
- Automatic identification of curve shapes with applications to ultrasonic vocalization
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression
- Flexible generalized varying coefficient regression models
- Robust estimation and model identification for longitudinal data varying-coefficient model
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework
- Robust variable selection in modal varying-coefficient models with longitudinal
- Semi-varying coefficient models with a diverging number of components
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
- Projection-type estimation for varying coefficient regression models
- Semiparametric function-on-function quantile regression model with dynamic single-index interactions
- M-based simultaneous inference for the mean function of functional data
- Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
- Bayesian modelling of time-varying conditional heteroscedasticity
- Variational inference for varying-coefficient model
- Robust and sparse learning of varying coefficient models with high-dimensional features
- Efficient estimation of varying coefficient models with serially correlated errors
- Multivariate spline estimation and inference for image-on-scalar regression
- Estimation and inference for functional linear regression models with partially varying regression coefficients
- scientific article; zbMATH DE number 7370582 (Why is no real title available?)
- Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Sparse structure selection and estimation
- The de-biased group Lasso estimation for varying coefficient models
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data
- On estimation in varying coefficient models for sparse and irregularly sampled functional data
- Heterogeneous connection effects
- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
- Variable selection for longitudinal varying coefficient errors-in-variables models
- A fusion learning method to subgroup analysis of Alzheimer's disease
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- Variable selection for generalized varying coefficient models with longitudinal data
- Testing the monotonicity or convexity of a function using regression splines
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
- Shape-constrained estimation in functional regression with Bernstein polynomials
- Partially linear structure selection in Cox models with varying coefficients
- Reducing component estimation for varying coefficient models with longitudinal data
- Estimation and inference in functional single-index models
- Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data
- Multiple-index varying-coefficient models for longitudinal data
- Local asymptotics for polynomial spline regression
- M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space
- Threshold effect in varying coefficient models with unknown heteroskedasticity
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- Model detection and variable selection for varying coefficient models with longitudinal data
- A robust penalized estimation for identification in semiparametric additive models
- Robust structure identification and variable selection in partial linear varying coefficient models
- Identification for semiparametric varying coefficient partially linear models
- Efficient estimation of varying coefficient seemly unrelated regression model
- Inference of time-varying regression models
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
- Simultaneous inference for time-varying models
- Influence diagnostics and outlier tests for varying coefficient mixed models
- From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas
- Efficient estimation of a semiparametric partially linear varying coefficient model
- New inference procedures for semiparametric varying-coefficient partially linear Cox models
- Dynamic modeling for multivariate functional and longitudinal data
- Hypothesis testing for varying coefficient models in tail index regression
- Domain selection for the varying coefficient model via local polynomial regression
- Non-asymptotic approach to varying coefficient model
- Rank-based shrinkage estimation for identification in semiparametric additive models
- Additive varying-coefficient model for nonlinear gene-environment interactions
- Quantile regression with varying coefficients
- Weighted profile least squares estimation for a panel data varying-coefficient partially linear model
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- A new approach to varying-coefficient additive models with longitudinal covariates
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity
- Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5701063)