Non parametric regression analysis for longitudinal data with time-depending autoregressive error process

doi:10.1080/03610926.2017.1377251

CORC > 上海财经大学 > 上海财经大学

	Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
	Hang, Yin 1; Liu, Shu 2
刊名	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
	2018
卷号	47 期号:18 页码:4503-4533
关键词	Local linear estimator longitudinal model time-depending autoregressive error process two-stage estimator within-subject correlation structure
ISSN号	0361-0926
DOI	10.1080/03610926.2017.1377251
英文摘要	This paper considers a non parametric longitudinal model, where the within-subject correlation structure is represented by a time-depending autoregressive error process. An initial estimator without taking into account the within-subject correlation is obtained to fit the time-depending autoregressive error process. With the initial estimator, we construct a two-stage local linear estimator of the mean function. According to the asymptotic normality of the initial and two-stage estimators, it is discovered that the two-stage estimator has a smaller asymptotic variance. The simulation results show us that the two-stage estimation has some good properties. The analysis of a data set demonstrates its application.
WOS研究方向	Mathematics
语种	英语
出版者	TAYLOR & FRANCIS INC
WOS记录号	WOS:000436825300012
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/764]
专题	上海财经大学
通讯作者	Hang, Yin
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China; 2.Shanghai Univ Int Business & Econ, Sch Stat & Informat, Shanghai, Peoples R China
推荐引用方式 GB/T 7714	Hang, Yin,Liu, Shu. Non parametric regression analysis for longitudinal data with time-depending autoregressive error process[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2018,47(18):4503-4533.
APA	Hang, Yin,&Liu, Shu.(2018).Non parametric regression analysis for longitudinal data with time-depending autoregressive error process.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,47(18),4503-4533.
MLA	Hang, Yin,et al."Non parametric regression analysis for longitudinal data with time-depending autoregressive error process".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 47.18(2018):4503-4533.