Rejoinder to: Dynamic relations for sparsely sampled Gaussian processes
From MaRDI portal
Publication:619161
DOI10.1007/s11749-009-0173-7zbMath1203.62150OpenAlexW2013023753MaRDI QIDQ619161
Wenjing Yang, Hans-Georg Müller
Publication date: 22 January 2011
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-009-0173-7
Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)
Related Items
Uses Software
Cites Work
- Functional linear regression analysis for longitudinal data
- Prediction in functional linear regression
- Diagnostics for functional regression via residual processes
- Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves
- Robust functional estimation using the median and spherical principal components
- Modelling Sparse Generalized Longitudinal Observations with Latent Gaussian Processes
- Bandwidth choice and confidence intervals for derivatives of noisy data
- Nonparametric Regression Analysis of Longitudinal Data
- Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
- Estimating Derivatives for Samples of Sparsely Observed Functions, With Application to Online Auction Dynamics
- Functional Additive Models
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Functional Data Analysis for Sparse Longitudinal Data