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 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)

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Cited in

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• 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
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
• Polynomial spline estimation for a generalized additive coefficient model
• Simultaneous selection and inference for varying coefficients with zero regions: a soft-thresholding approach
• On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
• Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models
• Testing for error correlation in semi-functional linear models
• Finite mixture of varying coefficient model: estimation and component selection
• Model selection criteria for the varying-coefficient modelling via regularized basis expansions
• Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
• A simultaneous confidence corridor for varying coefficient regression with sparse functional data
• M-estimation and B-spline approximation for varying coefficient models with longitudinal data
• Two-stage local Walsh average estimation of generalized varying coefficient models
• Penalized spline estimation in varying coefficient models with censored data
• Inference in varying-coefficient mixed models by using smoothing spline
• AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
• Varying-coefficient hidden Markov models with zero-effect regions
• Spatial heterogeneity automatic detection and estimation
• A new estimation in functional linear concurrent model with covariate dependent and noise contamination
• Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
• Robust spline-based variable selection in varying coefficient model
• Kernel smoothing estimation for varying coefficient EV models with longitudinal data
• Estimation of nonparametric additive models with high order spatial autoregressive errors
• Principal varying coefficient estimator for high-dimensional models
• scientific article; zbMATH DE number 2072435 (Why is no real title available?)
• Componentwise B-spline estimation for varying coefficient models with longitudinal data
• Quantile regression for dynamic partially linear varying coefficient time series models
• Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
• Variable selection for varying-coefficient models with the sparse regularization
• Polynomial spline estimation for partial functional linear regression models
• Varying coefficient partially functional linear regression models
• 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 inference in functional varying-coefficient single-index quantile regression 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
• Wavelet estimation in time-varying coefficient models
• Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
• Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
• Varying coefficient models for sparse noise-contaminated longitudinal data
• Estimation and identification of a varying-coefficient additive model for locally stationary processes
• 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 nonlinear regression models: nonparametric estimation and model selection
• Modified adaptive group lasso for high-dimensional varying coefficient models
• Multivariate varying-coefficient models via tensor decomposition
• Varying Coefficient Mediation Model and Application to Analysis of Behavioral Economics Data
• Estimation and inference in spatially varying coefficient models
• Time-varying feature selection for longitudinal analysis
• Semiparametric Bayesian variable selection for gene-environment interactions
• Predictive generalized varying-coefficient longitudinal model
• Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
• Recent history functional linear models for sparse longitudinal data
• Feature screening for time-varying coefficient models with ultrahigh-dimensional longitudinal data
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
• Joint estimation for single index mean-covariance models with longitudinal data
• A double varying-coefficient modeling approach for analyzing longitudinal observations
• Variable selection for fixed effects varying coefficient models

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