Penalized quadratic inference functions for single-index models with longitudinal data
نویسندگان
چکیده
منابع مشابه
Penalized quadratic inference functions for single-index models with longitudinal data
In this paper, we focus on single-index models for longitudinal data. We propose a procedure to estimate the single-index component and the unknown link function based on the combination of the penalized splines and quadratic inference functions. It is shown that the proposed estimation method has good asymptotic properties. We also evaluate the finite sample performance of the proposed method ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2009
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2008.04.004