Pages that link to "Item:Q2344387"

The following pages link to Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387):

Displaying 11 items.

• Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
• Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
• Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← links)
• Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
• Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
• Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models (Q2315946) (← links)
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← links)
• Estimation and model identification of longitudinal data time-varying nonparametric models (Q2400821) (← links)
• Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
• Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions (Q4634805) (← links)