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

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+An alternative approach to the analysis of longitudinal data via generalized estimating equations
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+Unbalanced Repeated-Measures Models with Structured Covariance Matrices
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+Longitudinal data analysis using generalized linear models
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+Analysis of Longitudinal Data with Unequally Spaced Observations and Time- Dependent Correlated Errors
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+A Multivariate Tchebycheff Inequality
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+A generalized multivariate analysis of variance model useful especially for growth curve problems
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+Analysis of Serially Correlated Data Using Quasi-Least Squares
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+A MULTIVARIATE GENERALIZATION OF TCHEBICHEV'S INEQUALITY
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