Smoothing Spline Estimation in Varying-Coefficient Models
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 45848 (Why is no real title available?)
- scientific article; zbMATH DE number 1306459 (Why is no real title available?)
- scientific article; zbMATH DE number 3257775 (Why is no real title available?)
- Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data
- Functional mixed effects models
- Marginal nonparametric kernel regression accounting for within-subject correlation
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Statistical estimation in varying coefficient models
Cited in
(56)- scientific article; zbMATH DE number 4124785 (Why is no real title available?)
- Reducing component estimation for varying coefficient models with longitudinal data
- Functional concurrent linear regression model for spatial images
- Empirical likelihood and estimation in varying coefficient models with right censored data
- Testing linear operator constraints in functional response regression with incomplete response functions
- Efficient estimation of varying coefficient seemly unrelated regression model
- Tensor cubic smoothing splines in designed experiments requiring residual modelling
- Mixture of functional linear models and its application to CO\(_2\)-GDP functional data
- On a Principal Varying Coefficient Model
- Estimation of a clustering model for non Gaussian functional data
- 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
- Finite mixture of varying coefficient model: estimation and component selection
- Double-smoothing for varying coefficient models
- L1-estimation for varying coefficient models
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Functional concurrent hidden Markov model
- Inference in varying-coefficient mixed models by using smoothing spline
- Varying-coefficient hidden Markov models with zero-effect regions
- Penalized Spline Estimation for Varying-Coefficient Models
- Varying‐coefficient regression analysis for pooled biomonitoring
- Sample size calculations for smoothing splines based on Bayesian confidence intervals
- Componentwise B-spline estimation for varying coefficient models with longitudinal data
- Quantile regression for dynamic partially linear varying coefficient time series models
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Variable selection for varying-coefficient models with the sparse regularization
- Computationally efficient techniques for spatial regression with differential regularization
- Convergence rates for smoothing spline estimators in varying coefficient models
- Time-varying coefficient model estimation through radial basis functions
- New efficient spline estimation for varying-coefficient models with two-step knot number selection
- Empirical likelihood for varying coefficient EV models under longitudinal data
- Reducing component estimation for varying coefficient models
- A model-averaging approach for smoothing spline regression
- Concurrent object regression
- Comparisons between simultaneous and componentwise splines for varying coefficient models
- Robust estimation and inference for general varying coefficient models with missing observations
- Efficient estimation in single index models through smoothing splines
- Constrained Varying-Coefficient Model for Time-Course Experiments in Soft Tissue Fabrication
- SMOOTHING COVARIATE EFFECTS IN CURE MODELS
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- On an elliptical thin-plate spline partially varying-coefficient model
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
- Adaptive estimation for varying coefficient models
- Iterative Estimators of Parameters in Linear Models with Partially Variant Coefficients
- Estimation of varying coefficients for a growth curve model
- Weighted local linear CQR for varying-coefficient models with missing covariates
- Smoothing splines with varying smoothing parameter
- Smoothing spline estimation of generalised varying-coefficient mixed model
- Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data
- Bayesian inference for additive mixed quantile regression models
- Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework
- Variational inference for varying-coefficient model
- Quantile varying-coefficient structural equation model
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Penalized spline smoothing in multivariable survival models with varying coefficients
This page was built for publication: Smoothing Spline Estimation in Varying-Coefficient Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4819021)