메뉴 건너뛰기




Volumn 86, Issue 3, 1999, Pages 691-702

A semiparametric additive regression model for longitudinal data

Author keywords

Dynamic linear model; Local estimating equation; Longitudinal data; Marked point process; Martingale; Time varying coefficients

Indexed keywords


EID: 0000443424     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/86.3.691     Document Type: Article
Times cited : (50)

References (11)
  • 1
    • 0002980230 scopus 로고
    • A model for non-parametric regression analysis of counting processes
    • Ed. W. Klonecki, A. Kozek and J. Rosinski, New York: Springer-Verlag.
    • AALEN, O. O. (1980). A model for non-parametric regression analysis of counting processes. In Lecture Notes in Statistics-2: Mathematical Statistics and Probability Theory Ed. W. Klonecki, A. Kozek and J. Rosinski, pp. 1-25. New York: Springer-Verlag.
    • (1980) In Lecture Notes in Statistics , vol.2 , pp. 1-25
    • Aalen, O.O.1
  • 3
    • 33746273246 scopus 로고
    • Point Processes and Queues, Martingale Dynamics
    • BRéMAUD, P. (1981). Point Processes and Queues, Martingale Dynamics. New York: Springer-Verlag.
    • (1981) New York: Springer-Verlag.
    • Brémaud, P.1
  • 4
    • 0001257006 scopus 로고
    • Varying-coefficient models (with Discussion)
    • HASTIE, T. & TIBSHIRANI, R. (1993). Varying-coefficient models (with Discussion). J. R. Statist. Soc. B 55, 757-96.
    • (1993) J. R. Statist. Soc. B , vol.55 , pp. 757-796
    • Hastie, T.1    Tibshirani, R.2
  • 5
    • 0001418190 scopus 로고
    • Weighted least squares estimation for Aalen's additive risk model
    • HUFFER, F. W. & McKEAGUE, I. W. (1991). Weighted least squares estimation for Aalen's additive risk model. J. Am. Statist. Assoc. 86, 114-29.
    • (1991) J. Am. Statist. Assoc. , vol.86 , pp. 114-129
    • Huffer, F.W.1    McKeague, I.W.2
  • 6
    • 0001613019 scopus 로고
    • Asymptotic theory for weighted least squares estimators in Aalen's additive risk model
    • McKEAGUE, I. W. (1988). Asymptotic theory for weighted least squares estimators in Aalen's additive risk model. Contemp. Math. 80, 139-52.
    • (1988) Contemp. Math. , vol.80 , pp. 139-152
    • McKeague, I.W.1
  • 7
    • 0001109223 scopus 로고
    • A partly parametric additive risk model
    • McKEAGUE, I. W. & SASIENI, P. D. (1994). A partly parametric additive risk model. Biometrika 81, 501-14.
    • (1994) Biometrika , vol.81 , pp. 501-514
    • McKeague, I.W.1    Sasieni, P.D.2
  • 8
    • 0001680444 scopus 로고
    • Parametric regression for longitudinal data with counting process measurement times
    • SCHEIKE, T. H. (1994). Parametric regression for longitudinal data with counting process measurement times. Scand. J. Statist. 21, 245-63.
    • (1994) Scand. J. Statist. , vol.21 , pp. 245-263
    • Scheike, T.H.1
  • 9
    • 0032336337 scopus 로고    scopus 로고
    • Cumulative regression function tests for longitudinal data
    • SCHEIKE, T. H. & ZHANG, M. (1998). Cumulative regression function tests for longitudinal data. Ann. Statist. 26, 1328-55.
    • (1998) Ann. Statist. , vol.26 , pp. 1328-1355
    • Scheike, T.H.1    Zhang, M.2
  • 11
    • 0000713437 scopus 로고
    • Kernel smoothing in partial linear models
    • SPECKMAN, P. (1988). Kernel smoothing in partial linear models. J. R. Statist. Soc. B 50, 413-36.
    • (1988) J. R. Statist. Soc. B , vol.50 , pp. 413-436
    • Speckman, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.