Pages that link to "Item:Q2390462"
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The following pages link to A robust approach to joint modeling of mean and scale covariance for longitudinal data (Q2390462):
Displaying 11 items.
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data (Q622452) (← links)
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (Q2129584) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- Joint modeling of location and scale parameters of the skew-normal distribution (Q2350393) (← links)
- A skew-normal mixture of joint location, scale and skewness models (Q2362939) (← links)
- Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity (Q5050405) (← links)
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions (Q5107518) (← links)
