Pages that link to "Item:Q4935366"
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The following pages link to Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation (Q4935366):
Displaying 50 items.
- Linear quantile mixed models (Q111690) (← links)
- On generating random Gaussian graphical models (Q135242) (← links)
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- A higher-order LQ decomposition for separable covariance models (Q149116) (← 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)
- Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (Q306368) (← links)
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
- Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
- A Bayesian analysis of normalized VAR models (Q392083) (← links)
- Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096) (← links)
- Clustering gene expression time course data using mixtures of multivariate \(t\)-distributions (Q413359) (← links)
- Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755) (← links)
- Objective priors for generative star-shape models (Q433593) (← links)
- Modeling the random effects covariance matrix for generalized linear mixed models (Q434920) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
- Inferring upon heterogeneous associations in dairy cattle performance using a bivariate hierarchical model (Q484523) (← links)
- Modeling complex spatial dependencies: low-rank spatially varying cross-covariances with application to soil nutrient data (Q486034) (← links)
- Covariance structure regularization via Frobenius-norm discrepancy (Q501226) (← links)
- Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
- Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data (Q622452) (← links)
- Computation of reference Bayesian inference for variance components in longitudinal studies (Q626239) (← links)
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects (Q746093) (← links)
- Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data (Q746668) (← links)
- Ensemble sparse estimation of covariance structure for exploring genetic disease data (Q830118) (← links)
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
- On continuity of the Pearson statistic and sample quantiles (Q853832) (← links)
- Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data (Q871018) (← links)
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
- Regularization in statistics (Q882931) (← links)
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522) (← links)
- Thresholds of moving averages of stationary processes for given target significant levels (Q964658) (← links)
- A joint model for incomplete data in crossover trials (Q984639) (← links)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
- Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
- A Dirichlet process mixture model for the analysis of correlated binary responses (Q1020218) (← links)
- A flexible approach to Bayesian multiple curve fitting (Q1023881) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Joint hierarchical generalized linear models with multivariate Gaussian random effects (Q1615152) (← links)
- Covariance structure regularization via entropy loss function (Q1623420) (← links)
- Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models (Q1623700) (← links)
- ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
