scientific article; zbMATH DE number 2222296

MaRDI QIDQ5701063zbMATH OpenFDO

Authors Jianhua Z. Huang, Colin O. Wu, Lan Zhou

Publication date 2 November 2005

zbMATH Keywords

asymptotic normalityCD4 depletionconfidence intervalsHIV infectionrepeated measurementsvarying coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical computation using splines (65D07)

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Cited in

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• B-spline estimation for varying coefficient regression with spatial data
• Flexible generalized varying coefficient regression models
• Local asymptotics for polynomial spline regression
• Quantile regression in heteroscedastic varying coefficient models
• Domain selection for the varying coefficient model via local polynomial regression
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
• Estimation and testing for time-varying quantile single-index models with longitudinal data
• Time-dynamic varying coefficient models for longitudinal data
• Additive varying-coefficient model for nonlinear gene-environment interactions
• Shape testing in varying coefficient models
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Empirical likelihood for varying coefficient EV models under longitudinal data
• Two step estimations for a single-index varying-coefficient model with longitudinal data
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
• Componentwise B-spline estimation for varying coefficient models with longitudinal data
• Efficient inferences on the varying-coefficient single-index model with empirical likelihood
• Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
• Non-asymptotic approach to varying coefficient model
• M-based simultaneous inference for the mean function of functional data
• Rank-based shrinkage estimation for identification in semiparametric additive models
• The de-biased group Lasso estimation for varying coefficient models
• From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas
• Inference for high-dimensional varying-coefficient quantile regression
• Shape-constrained estimation in functional regression with Bernstein polynomials
• Simultaneous inference for time-varying models
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
• Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable
• Varying-coefficient hidden Markov models with zero-effect regions
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• A semiparametric latent factor model for large scale temporal data with heteroscedasticity
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
• Variable selection for fixed effects varying coefficient models
• Robust spline-based variable selection in varying coefficient model
• Penalized spline estimation in varying coefficient models with censored data
• Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
• A double varying-coefficient modeling approach for analyzing longitudinal observations
• A new approach to varying-coefficient additive models with longitudinal covariates
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• Weighted profile least squares estimation for a panel data varying-coefficient partially linear model
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• Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
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• A robust penalized estimation for identification in semiparametric additive models
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• Corrected local polynomial estimation in varying-coefficient models with measurement errors
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• Varying Coefficient Model with Unknown Within‐Subject Covariance for Analysis of Tumor Growth Curves
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• Testing for constancy in varying coefficient models
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• Two-stage local rank estimation for generalised partially linear varying-coefficient models
• Modified adaptive group lasso for high-dimensional varying coefficient models
• Variable selection for longitudinal varying coefficient errors-in-variables models
• Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
• Variational inference for varying-coefficient model

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