Statistical inference for multivariate longitudinal data with irregular auto-correlated error process

DOI10.1007/S11425-018-9466-8MaRDI QIDQ828641zbMATH OpenOpenAlexFDO

Authors Youquan Pei, Tao Huang, Yiming Tang

Publication date 5 May 2021

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-018-9466-8

zbMATH Keywords

hypothesis testingautoregressive errormultivariate longitudinal datatwo-stage weighted least square

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Asymptotic properties of parametric tests (62F05)

Recommendations

• Semiparametric Longitudinal Model with Irregular Time autoregressive error process
• Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
• Large sample inference for a multivariate linear model with autocorrelated errors
• Semiparametric statistical inferences for longitudinal data with nonparametric covariance modelling
• Statistical inference on seemingly unrelated non-parametric regression models with serially correlated errors
• Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
• Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data
• Robust estimation for the correlation matrix of multivariate longitudinal data

Cites work

• scientific article; zbMATH DE number 2222293 (Why is no real title available?)
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
• Analysis of longitudinal data
• Applied longitudinal analysis.
• Latent Variable Models for Longitudinal Data with Multiple Continuous Outcomes
• Multivariate varying coefficient model for functional responses
• Nonparametric fixed effects model for panel data with locally stationary regressors
• Nonparametric regression analysis of multivariate longitudinal data
• On matrix-variate regression analysis
• Pairwise Fitting of Mixed Models for the Joint Modeling of Multivariate Longitudinal Profiles
• Semiparametric Longitudinal Model with Irregular Time autoregressive error process
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection and estimation in high-dimensional varying-coefficient models

Cited in

(1)

• ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors

This page was built for publication: Statistical inference for multivariate longitudinal data with irregular auto-correlated error process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q828641)