Two step estimations for a single-index varying-coefficient model with longitudinal data

DOI10.1007/S00362-016-0798-ZMaRDI QIDQ1785809zbMATH OpenOpenAlexFDO

Authors Chaohui Guo, Hu Yang, Jing Lv

Publication date 1 October 2018

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-016-0798-z

zbMATH Keywords

longitudinal dataefficiencylocal linear regressiongeneralized estimating equationsmodified Cholesky decompositionsingle-index varying-coefficient modelcorrelations between repeated measures

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• scientific article; zbMATH DE number 2222296 (Why is no real title available?)
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Cited in

(11)

• Efficient estimation for time-dynamic longitudinal single-index model
• A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error
• Varying-coefficient single-index model for longitudinal data
• Local Walsh-average regression for single index varying coefficient models
• A double varying-coefficient modeling approach for analyzing longitudinal observations
• Estimation in single-index varying-coefficient panel data model
• Asymptotic normality of error density estimator in stationary and explosive autoregressive models
• Asymptotic results of error density estimator in nonlinear autoregressive models
• Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors
• Two-stage estimation of inequality-constrained marginal linear models with longitudinal data
• Joint estimation for single index mean-covariance models with longitudinal data

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