Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data
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Publication:1952097
DOI10.1214/10-EJS583zbMath1329.62198MaRDI QIDQ1952097
Iain D. Currie, Viani A. Biatat Djeundje
Publication date: 27 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1289226499
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)
Related Items (7)
Streamlined variational inference for higher level group-specific curve models ⋮ Modeling Motor Learning Using Heteroscedastic Functional Principal Components Analysis ⋮ Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data ⋮ Penalized regression, mixed effects models and appropriate modelling ⋮ On the estimation of functional random effects ⋮ Systematic deviation in smooth mixed models for multi-level longitudinal data ⋮ On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing
Uses Software
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