RATES OF CONVERGENCE IN SEMI‐PARAMETRIC MODELLING OF LONGITUDINAL DATA

R. A. MOYEED, P. J. DIGGLE

Research output: Contribution to journalArticle

Abstract

We consider the problem of semi‐parametric regression modelling when the data consist of a collection of short time series for which measurements within series are correlated. The objective is to estimate a regression function of the form E[Y(t)

Original languageEnglish (US)
Pages (from-to)75-93
Number of pages19
JournalAustralian Journal of Statistics
Volume36
Issue number1
DOIs
StatePublished - 1994
Externally publishedYes

Fingerprint

Semiparametric Regression
Regression Function
Longitudinal Data
Rate of Convergence
Time series
Series
Modeling
Estimate
Form

Keywords

  • Autocorrelation
  • cross‐validation
  • kernel regression
  • longitudinal data
  • semi‐parametric regression
  • smoothing
  • time series

ASJC Scopus subject areas

  • Statistics and Probability

Cite this

RATES OF CONVERGENCE IN SEMI‐PARAMETRIC MODELLING OF LONGITUDINAL DATA. / MOYEED, R. A.; DIGGLE, P. J.

In: Australian Journal of Statistics, Vol. 36, No. 1, 1994, p. 75-93.

Research output: Contribution to journalArticle

MOYEED, R. A. ; DIGGLE, P. J. / RATES OF CONVERGENCE IN SEMI‐PARAMETRIC MODELLING OF LONGITUDINAL DATA. In: Australian Journal of Statistics. 1994 ; Vol. 36, No. 1. pp. 75-93.
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