Bayesian analysis of joint mean and covariance models for longitudinal data
From MaRDI portal
Publication:5130547
DOI10.1080/02664763.2014.920778MaRDI QIDQ5130547
Zhong-Zhan Zhang, Deng-Ke Xu, Liu-Cang Wu
Publication date: 28 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2014.920778
Bayesian analysis; Gibbs sampler; Metropolis-Hastings algorithm; Cholesky decomposition; joint mean and covariance models
62-XX: Statistics
Cites Work
- Longitudinal data analysis using generalized linear models
- A semiparametric Bayesian approach to joint mean and variance models
- Joint semiparametric mean-covariance model in longitudinal study
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
- A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data
- Semiparametric Bayesian analysis of nonlinear reproductive dispersion mixed models for longitudinal data
- Bayesian analysis of semiparametric reproductive dispersion mixed-effects models
- A new approach to Cholesky-based covariance regularization in high dimensions
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model
- A moving average Cholesky factor model in covariance modelling for longitudinal data
- Practical Markov Chain Monte Carlo
- Bayesian Analysis of Semiparametric Mixed-Effects Models for Zero-Inflated Count Data
- On modelling mean-covariance structures in longitudinal studies
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Nonparametric Estimation of Covariance Structure in Longitudinal Data
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Regression models for covariance structures in longitudinal studies
- Bayesian modeling of variance heterogeneity in normal regression models