Nonparametric estimation of mean and covariance structures for longitudinal data

作者：Lin Huazhen^*; Pan Jianxin

来源：Canadian Journal of Statistics, 2013, 41(4): 557-574.

DOI：10.1002/cjs.11189

• Modified Cholesky decomposition
• modified local linear smoothing method
• non-parametric mean-covariance models
• single index models

In this article we propose a novel nonparametric regression method to model the mean and covariance structures for longitudinal data. A modification of local linear smoothing estimation techniques is used to estimate the parameters and unknown functions in the model. Theoretical properties including uniform consistency and asymptotic normality are studied under certain mild conditions. Simulation studies are carried out to evaluate the efficacy of the proposed method, and real data analysis is provided for illustration.

• 出版日期2013-12
• 单位西南大学