Time-Varying Additive Models for Longitudinal Data
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Cites work
- scientific article; zbMATH DE number 1136433 (Why is no real title available?)
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- Spline-backfitted kernel smoothing of nonlinear additive autoregression model
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- Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
Cited in
(34)- Asymptotics for in-sample density forecasting
- In-sample forecasting applied to reserving and mesothelioma mortality
- Independence-Encouraging Subsampling for Nonparametric Additive Models
- Partially Linear Additive Regression with a General Hilbertian Response
- Classical Backfitting for Smooth-Backfitting Additive Models
- Testing linear operator constraints in functional response regression with incomplete response functions
- Variable selection in classification for multivariate functional data
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- Functional PCA With Covariate-Dependent Mean and Covariance Structure
- A new approach to varying-coefficient additive models with longitudinal covariates
- Locally polynomial Hilbertian additive regression
- Additive regression with parametric help
- Additive functional regression for densities as responses
- Efficient estimation for varying-coefficient mixed effects models with functional response data
- Estimation and testing for time-varying quantile single-index models with longitudinal data
- Time-varying quantile single-index model for multivariate responses
- Hilbertian additive regression with parametric help
- Additive regression with Hilbertian responses
- A dynamic interaction varying index coefficient quantile regression model
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
- High-dimensional Hilbert-Schmidt linear regression with Hilbert manifold variables
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- Two-step estimation of time-varying additive model for locally stationary time series
- Efficient estimation for time-dynamic longitudinal single-index model
- Estimation and model identification of longitudinal data time-varying nonparametric models
- Time-dynamic varying coefficient models for longitudinal data
- Estimation and Model Selection for Nonparametric Function-on-Function Regression
- Eigen-Adjusted Functional Principal Component Analysis
- Spatial effect detection regression for large-scale spatio-temporal covariates
- Robust estimation and model identification for longitudinal data varying-coefficient model
- Sparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality data
- Unified inference for longitudinal/functional data quantile dynamic additive models
- High-dimensional generalized linear models for Hilbert manifold covariates
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
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