Pages that link to "Item:Q4468512"
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The following pages link to Parsimonious Covariance Matrix Estimation for Longitudinal Data (Q4468512):
Displayed 49 items.
- Bayesian estimation and stochastic model specification search for dynamic survival models (Q89523) (← links)
- Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models (Q291119) (← links)
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
- Bayesian model selection for logistic regression models with random intercept (Q433224) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Sparse variational analysis of linear mixed models for large data sets (Q553008) (← links)
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- Constructing priors based on model size for nondecomposable Gaussian graphical models: a simulation based approach (Q716165) (← links)
- Regularization in statistics (Q882931) (← links)
- A Bayesian regression model for multivariate functional data (Q961857) (← links)
- Bayesian estimation of random effects models for multivariate responses of mixed data (Q962377) (← links)
- Bayesian model determination for multivariate ordinal and binary data (Q1023593) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Nonparametric seemingly unrelated regression (Q1586549) (← links)
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models (Q1731759) (← links)
- Efficient Bayesian regularization for graphical model selection (Q1738143) (← links)
- Model uncertainty (Q1766316) (← links)
- Bayesian geoadditive seemingly unrelated regression (Q1887221) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099) (← links)
- Sparse permutation invariant covariance estimation (Q1951760) (← links)
- A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data (Q2008637) (← links)
- Variable selection for market basket analysis (Q2255839) (← links)
- Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models (Q2273159) (← links)
- A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← links)
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
- Implicit copulas from Bayesian regularized regression smoothers (Q2290705) (← links)
- Predicting paleoclimate from compositional data using multivariate Gaussian process inverse prediction (Q2291528) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
- Bayesian estimation of large precision matrix based on Cholesky decomposition (Q2311706) (← links)
- Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380) (← links)
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741) (← links)
- Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151) (← links)
- Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models (Q3076036) (← links)
- GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS (Q3429840) (← links)
- Dynamic dependence networks: Financial time series forecasting and portfolio decisions (Q4624956) (← links)
- (Q4969209) (← links)
- (Q5011566) (← links)
- Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
- Testing diagonality of high-dimensional covariance matrix under non-normality (Q5106997) (← links)
- Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci (Q5850955) (← links)
- Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model (Q5860977) (← links)
- Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
- Robust variable selection in semiparametric mixed effects longitudinal data models (Q6118231) (← links)
- Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion) (Q6121621) (← links)
- Bayesian nonparametric density autoregression with lag selection (Q6121984) (← links)