1. M-estimation in nonlinear regression for longitudinal data
- Creator:
- Orsáková, Martina
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- M-estimation, nonlinear regression, and longitudinal data
- Language:
- English
- Description:
- The longitudinal regression model Zji=m(θ0,Xi(Tji))+εji, where Zji is the jth measurement of the ith subject at random time Tji, m is the regression function, Xi(Tji) is a predictable covariate process observed at time Tji and εji is a noise, is studied in marked point process framework. In this paper we introduce the assumptions which guarantee the consistency and asymptotic normality of smooth M-estimator of unknown parameter θ0 .
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public