Pages that link to "Item:Q379981"
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The following pages link to Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981):
Displaying 8 items.
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
- Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
- An efficient and robust variable selection method for longitudinal generalized linear models (Q1623741) (← links)
- Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
- Robust joint modelling of left-censored longitudinal data and survival data with application to HIV vaccine studies (Q6104088) (← links)
