A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data (Q2441146): Difference between revisions

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+https://doi.org/10.1007/s11425-013-4608-y
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+Nonparametric Estimation of Covariance Structure in Longitudinal Data
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+Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
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+Semiparametric Estimation of Covariance Matrixes for Longitudinal Data
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+Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
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+Longitudinal data analysis using generalized linear models
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+On modelling mean-covariance structures in longitudinal studies
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+Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
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+Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
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+A new approach to Cholesky-based covariance regularization in high dimensions
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+Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis
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+Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
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+Modelling of covariance structures in generalised estimating equations for longitudinal data
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+A moving average Cholesky factor model in covariance modelling for longitudinal data
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+Publication:2441146