Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2019.01.001
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+W2914216914
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+Local linear estimation of covariance matrices via Cholesky decomposition
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+Semiparametric Estimation of Covariance Matrixes for Longitudinal Data
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+Maximum L\(q\)-likelihood estimation
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+Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
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+On modelling mean-covariance structures in longitudinal studies
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