Kernel Estimation of Bivariate Time-Varying Coefficient Model for Longitudinal Data with Terminal Event
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Publication:6567905
Cites work
- scientific article; zbMATH DE number 1834429 (Why is no real title available?)
- scientific article; zbMATH DE number 1833040 (Why is no real title available?)
- scientific article; zbMATH DE number 2222298 (Why is no real title available?)
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- Backward estimation of stochastic processes with failure events as time origins
- Conditional modeling of longitudinal data with terminal event
- Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
- Joint models for longitudinal and time-to-event data. With applications in R
- Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
- Marginal nonparametric kernel regression accounting for within-subject correlation
- Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Semiparametric estimation of longitudinal medical cost trajectory
- Survival models and health sequences
- Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
- Uniform in bandwidth consistency of kernel-type function estimators
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