A stickiness coefficient for longitudinal data

Computational Statistics and Data Analysis

Volumn 56, Issue 12, 2012, Pages 4000-4010

  Gottlieb, Andrea ^a   Müller, Hans Georg ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Empirical dynamics; Functional data analysis; Longitudinal data

Indexed keywords

ASYMPTOTIC CONVERGENCE RATE; DATA EXAMPLES; ESTIMATION PROCEDURES; ESTIMATION SCHEMES; FUNCTIONAL DATA ANALYSIS; INFORMATIVE MEASURES; LONGITUDINAL DATA; SUMMARY STATISTIC; THEORETICAL CALCULATIONS; TIME DYNAMIC;

DYNAMICS; RANDOM PROCESSES;

ESTIMATION;

EID: 84864117826     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.03.009     Document Type: Article

References (27)

1. R. Ash, and M. Gardner Topics in Stochastic Processes 1975 Academic Press New York
2. R. Bapna, W. Jank, and G. Shmueli Price formation and its dynamics in online auctions Decision Support Systems 44 2008 641 656
3. J. Boularan, L. Ferré, and P. Vieu Growth curves: a two-stage nonparametric approach Journal of Statistical Planning and Inference 38 1994 327 350
4. J. Fan, and I. Gijbels Local Polynomial Modelling and its Applications 1996 Chapman & Hall London
5. T. Gasser, H. Müller, W. Köhler, L. Molinari, and A. Prader Nonparametric regression analysis of growth curves The Annals of Statistics 12 1984 210 229
6. D. Gervini, and T. Gasser Self-modelling warping functions Journal of the Royal Statistical Society, Series B 66 2004 959 971
7. P. Hall, H. Müller, and J. Wang Properties of principal component methods for functional and longitudinal data analysis The Annals of Statistics 34 2006 1493 1517
8. W. Jank, and G. Shmueli Functional data analysis in electronic commerce research Statistical Science 21 2006 155 166
9. H. Jones, and N. Bayley The Berkeley growth study Child Development 12 1941 167 173
10. M. Jones, and J. Rice Displaying the important features of large collections of similar curves The American Statistician 46 1992 140 145
11. I. Karatzas, and S. Shreve Brownian Motion and Stochastic Calculus 1991 Springer-Verlag New York
12. M. Kirkpatrick, and N. Heckman A quantitative genetic model for growth, shape, reaction norms, and other infinite-dimensional characters Journal of Mathematical Biology 27 1989 429 450
13. B. Liu, and H. Müller Estimating derivatives for samples of sparsely observed functions, with application to online auction dynamics Journal of the American Statistical Association 104 2009 704 717
14. H. Müller, and F. Yao Empirical dynamics for longitudinal data The Annals of Statistics 38 2010 3458 3486
15. J. Pearson, C. Morrell, L. Brant, P. Landis, and J. Fleg Age-associated changes in blood pressure in a longitudinal study of healthy men and women The Journals of Gerontology: Series A 52 1997 M177
16. J. Ramsay, and B. Silverman Functional Data Analysis second ed. Springer Series in Statistics 2005 Springer-Verlag New York
17. C. Rao Some statistical methods for comparison of growth curves Biometrics 14 1958 1 17
18. S. Reddy, and M. Dass Modeling on-line art auction dynamics using functional data analysis Statistical Science 21 2006 179 193
19. J. Rice, and C. Wu Nonparametric mixed effects models for unequally sampled noisy curves Biometrics 57 2001 253 259
20. N. Shock, R. Greulich, R. Andres, D. Arenberg, P. Costa Jr.; E. Lakatta, and J. Tobin Normal Human Aging: The Baltimore Longitudinal Study of Aging 1984 National Institutes of Health
21. J. Staniswalis, and J. Lee Nonparametric regression analysis of longitudinal data Journal of the American Statistical Association 93 1998 1403 1404
22. J. Tanner, R. Whitehouse, and M. Takaishi Standards from birth to maturity for height, weight, height velocity, and weight velocity: British children, 1965 Archives of Disease in Childhood 41 1966 454 471
23. S. Wang, W. Jank, and G. Shmueli Explaining and forecasting online auction prices and their dynamics using functional data analysis Journal of Business and Economic Statistics 26 2008 144 160
24. F. Yao, H. Müller, and J. Wang Functional data analysis for sparse longitudinal data Journal of the American Statistical Association 100 2005 577 590
25. F. Yao, H. Müller, and J. Wang Functional linear regression analysis for longitudinal data The Annals of Statistics 33 2005 2873 2903
26. X. Zhao, J. Marron, and M. Wells The functional data analysis view of longitudinal data Statistica Sinica 14 2004 789 808
27. S. Zhou, and D. Wolfe On derivative estimation in spline regression Statistica Sinica 10 2000 93 108