scientific article; zbMATH DE number 2222296

zbMATH Open1073.62036MaRDI QIDQ5701063FDOQ5701063

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

Publication date: 2 November 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalityconfidence intervalsrepeated measurementsHIV infectionvarying coefficient modelsCD4 depletion

Mathematics Subject Classification ID

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)

Cited In (only showing first 100 items - show all)

• Testing the monotonicity or convexity of a function using regression splines
• Shape-constrained estimation in functional regression with Bernstein polynomials
• Partially linear structure selection in Cox models with varying coefficients
• Multiple-index varying-coefficient models for longitudinal data
• Simultaneous inference for time-varying models
• From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas
• Influence diagnostics and outlier tests for varying coefficient mixed models
• 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
• 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
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
• Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models
• Model selection criteria for the varying-coefficient modelling via regularized basis expansions
• Finite mixture of varying coefficient model: estimation and component selection
• A simultaneous confidence corridor for varying coefficient regression with sparse functional data
• Two-stage local Walsh average estimation of generalized varying coefficient models
• Estimation of nonparametric additive models with high order spatial autoregressive errors
• Varying-coefficient hidden Markov models with zero-effect regions
• Principal varying coefficient estimator for high-dimensional models
• Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
• Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
• Variable selection for varying-coefficient models with the sparse regularization
• Learning delay dynamics for multivariate stochastic processes, with application to the prediction of the growth rate of COVID-19 cases in the United States
• Estimation and identification of a varying-coefficient additive model for locally stationary processes
• Varying coefficient models for sparse noise-contaminated longitudinal data
• Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
• Empirical likelihood for varying coefficient EV models under longitudinal data
• Two step estimations for a single-index varying-coefficient model with longitudinal data
• 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-varying correlation structure estimation and local-feature detection for spatio-temporal data
• Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression
• A double varying-coefficient modeling approach for analyzing longitudinal observations
• Varying Coefficient Model with Unknown Within‐Subject Covariance for Analysis of Tumor Growth Curves
• Quantile regression in heteroscedastic varying coefficient models
• Variable selection and structure identification for varying coefficient Cox models
• B-spline estimation for varying coefficient regression with spatial data
• Adaptive estimation for varying coefficient models
• Inference for high-dimensional varying-coefficient quantile regression
• Shape testing in varying coefficient models
• Robust estimation and model identification for longitudinal data varying-coefficient model
• Automatic identification of curve shapes with applications to ultrasonic vocalization
• Robust variable selection in modal varying-coefficient models with longitudinal
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions
• Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
• M-based simultaneous inference for the mean function of functional data
• Variational inference for varying-coefficient model
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• Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
• Varying-coefficient mean-covariance regression analysis for longitudinal data
• Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
• Estimation and inference in functional single-index models
• Variable selection for generalized varying coefficient models with longitudinal data
• Reducing component estimation for varying coefficient models with longitudinal data
• Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data
• Local asymptotics for polynomial spline regression
• 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
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Additive varying-coefficient model for nonlinear gene-environment interactions
• Quantile regression with varying coefficients
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
• Polynomial spline estimation for a generalized additive coefficient model
• On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
• Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
• M-estimation and B-spline approximation for varying coefficient models with longitudinal data
• Spatial heterogeneity automatic detection and estimation
• Penalized spline estimation in varying coefficient models with censored data
• Robust spline-based variable selection in varying coefficient model
• Componentwise B-spline estimation for varying coefficient models with longitudinal data
• Quantile regression for dynamic partially linear varying coefficient time series models
• Polynomial spline estimation for partial functional linear regression models
• Varying coefficient partially functional linear regression models
• Wavelet estimation in time-varying coefficient models
• Semivarying coefficient models for capture-recapture data: colony size estimation for the little penguin \(Eudyptula minor\)
• P-splines quantile regression estimation in varying coefficient models
• Efficient inferences on the varying-coefficient single-index model with empirical likelihood
• Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
• Modified adaptive group lasso for high-dimensional varying coefficient models
• Time-varying nonlinear regression models: nonparametric estimation and model selection
• Recent history functional linear models for sparse longitudinal data
• Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
• Varying Coefficient Regression Models: A Review and New Developments
• Variable selection for fixed effects varying coefficient models
• Joint estimation for single index mean-covariance models with longitudinal data
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
• Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
• Testing for constancy in varying coefficient models
• Title not available (Why is that?)
• Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables

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