Pages that link to "Item:Q2445806"

The following pages link to Joint estimation of mean-covariance model for longitudinal data with basis function approximations (Q2445806):

Displaying 8 items.

• Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
• Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
• Nonparametric tests for panel count data with unequal observation processes (Q1623430) (← links)
• A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
• Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← links)
• Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
• Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data (Q4639149) (← links)
• Robust estimation of mean and covariance for longitudinal data with dropouts (Q5130240) (← links)