On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter. (Q1298892): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q688070
Created claim: Wikidata QID (P12): Q127754701, #quickstatements; #temporary_batch_1722437626092
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Narasinga Rao Chaganty / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: Publication / rank
 
Normal rank
Property / cites work
 
Property / cites work: An alternative approach to the analysis of longitudinal data via generalized estimating equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unbalanced Repeated-Measures Models with Structured Covariance Matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Longitudinal data analysis using generalized linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of Longitudinal Data with Unequally Spaced Observations and Time- Dependent Correlated Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Multivariate Tchebycheff Inequality / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized multivariate analysis of variance model useful especially for growth curve problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of Serially Correlated Data Using Quasi-Least Squares / rank
 
Normal rank
Property / cites work
 
Property / cites work: A MULTIVARIATE GENERALIZATION OF TCHEBICHEV'S INEQUALITY / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q127754701 / rank
 
Normal rank

Latest revision as of 16:56, 31 July 2024

scientific article
Language Label Description Also known as
English
On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.
scientific article

    Statements

    On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter. (English)
    0 references
    0 references
    0 references
    1999
    0 references
    GEE
    0 references
    Generalized least squares
    0 references
    Longitudinal data
    0 references
    Positive definite matrix
    0 references
    Quasi-least squares
    0 references
    Repeated measures
    0 references

    Identifiers