Rates of Convergence in Semi-Parametric Modelling of Longitudinal Data (original) (raw)

Rates of Convergence in Semi-Parametric Modelling of Longitudinal Data

Australian Journal of Statistics, 1994

Abstract

Summary We consider the problem of semi-parametric regression modelling when the data consist of a collection of short time series for which measurements within series are correlated. The objective is to estimate a regression function of the form E [Y (t)| x]= x'ß+ μ ( ...

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