Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434): Difference between revisions

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+Nonparametric Estimation of Covariance Structure in Longitudinal Data
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+Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
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+Analysis of multivariate longitudinal data using quasi-least squares
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+Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
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+An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
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+Informative Estimation and Selection of Correlation Structure for Longitudinal Data
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+Modelling covariance structure in bivariate marginal models for longitudinal data
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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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+The Matrix-Logarithmic Covariance Model
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+A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
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+A moving average Cholesky factor model in covariance modelling for longitudinal data
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+Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data
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+Unconstrained models for the covariance structure of multivariate longitudinal data
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+Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
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+Asymptotically efficient estimation of covariance matrices with linear structure
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+Robust estimation of the correlation matrix of longitudinal data
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+Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
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+New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
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+Uniform Convergence of Random Functions with Applications to Statistics
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+Q3996430
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