Abstract
Functional varying coefficient models provide a versatile and flexible analysis tool for relating longitudinal responses to longitudinal predictors. Two key innovations are: Representing the varying coefficient functions through auto- and cross-covariances of the underlying stochastic processes; and including history effects through a smooth history index function. This presentation is a review of the paper Şentürk and Müller (2010).
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Müller, HG., Şentürk, D. (2011). Functional Varying Coefficient Models. In: Ferraty, F. (eds) Recent Advances in Functional Data Analysis and Related Topics. Contributions to Statistics. Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-2736-1_35
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DOI: https://doi.org/10.1007/978-3-7908-2736-1_35
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