Pages that link to "Item:Q1658183"
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The following pages link to Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers (Q1658183):
Displaying 15 items.
- 2nd special issue on robust analysis of complex data (Q1658176) (← links)
- Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions (Q1727862) (← links)
- Least squares moment identification of binary regression mixture models (Q2036315) (← links)
- Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions (Q2065291) (← links)
- Co-clustering of time-dependent data via the shape invariant model (Q2075733) (← links)
- Extending finite mixtures of \(t\) linear mixed-effects models with concomitant covariates (Q2189590) (← links)
- Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values (Q2273150) (← links)
- Mixtures of multivariate contaminated normal regression models (Q2306894) (← links)
- Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model (Q2403302) (← links)
- Multiple scaled contaminated normal distribution and its application in clustering (Q5006013) (← links)
- Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions (Q5036367) (← links)
- A new look at the inverse Gaussian distribution with applications to insurance and economic data (Q5036583) (← links)
- Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies (Q6088634) (← links)
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
- Matrix-variate hidden Markov regression models: fixed and random covariates (Q6657923) (← links)