Varying-coefficient mean-covariance regression analysis for longitudinal data
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Cites work
- An Effective Bandwidth Selector for Local Least Squares Regression
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Efficient estimation of conditional variance functions in stochastic regression
- Efficient semiparametric regression for longitudinal data with nonparametric covariance estima\-tion
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Estimation in a semiparametric partially linear errors-in-variables model
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- Informative estimation and selection of correlation structure for longitudinal data
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Longitudinal data analysis using generalized linear models
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
- Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
- Semiparametric mean-covariance regression analysis for longitudinal data
- Semiparametric Stochastic Mixed Models for Longitudinal Data
- Sparse varying coefficient models for longitudinal data
- Statistical methods with varying coefficient models
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(23)- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Two step estimations for a single-index varying-coefficient model with longitudinal data
- Efficient estimation of longitudinal data additive varying coefficient regression models
- Efficient estimation for varying-coefficient mixed effects models with functional response data
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
- A double varying-coefficient modeling approach for analyzing longitudinal observations
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Quantile estimations via modified Cholesky decomposition for longitudinal single-index models
- Estimation and model identification of longitudinal data time-varying nonparametric models
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
- Joint estimation for single index mean-covariance models with longitudinal data
- Variability explained by covariates in linear mixed-effect models for longitudinal data
- Large sample properties and confidence bands for component-wise varying-coefficient regression with longitudinal dependent variable
- Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions
- Time-varying coefficient models with ARMA-GARCH structures for longitudinal data analysis
- Local estimation for varying-coefficient models with longitudinal data
- Correlation structure selection for longitudinal data based on a varying-coefficient model
- WiSER: Robust and scalable estimation and inference of within‐subject variances from intensive longitudinal data
- On an elliptical thin-plate spline partially varying-coefficient model
- Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data
- Bayesian weighted composite quantile regression in varying-coefficient partially linear mixed-effects model with ordinal longitudinal data
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