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

Chaohui Guo; Hu Yang; Jing Lv

doi:10.1007/s00362-016-0798-z

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

Chaohui Guo Hu Yang Jing Lv

Year: 2016 Journal: Statistical Papers Vol: 59 (3)Pages: 957-983 Publisher: Springer Science+Business Media

DOI: 10.1007/s00362-016-0798-z

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Keywords:

Cholesky decomposition Estimator Mathematics Autoregressive model Applied mathematics Least-squares function approximation Variance (accounting) Generalized least squares Index (typography) Covariance Statistics Covariance matrix Single-index model Mathematical optimization Computer science Eigenvalues and eigenvectors

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Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

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

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