Pages that link to "Item:Q4455351"
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The following pages link to Bayesian analysis of covariance matrices and dynamic models for longitudinal data (Q4455351):
Displayed 50 items.
- A fully nonparametric modeling approach to binary regression (Q273642) (← links)
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
- Modeling the random effects covariance matrix for generalized linear mixed models (Q434920) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
- A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects (Q746093) (← links)
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
- Regularization in statistics (Q882931) (← links)
- A structural mixed model to shrink covariance matrices for time-course differential gene expression studies (Q961322) (← links)
- Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging (Q985028) (← links)
- Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
- Bayesian model determination for multivariate ordinal and binary data (Q1023593) (← links)
- A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data (Q1036139) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)
- Bayes factor covariance testing in item response models (Q1695737) (← links)
- A Bayesian nonparametric Markovian model for non-stationary time series (Q1703836) (← links)
- The interplay of Bayesian and frequentist analysis (Q1766315) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
- Statistical modeling of longitudinal data with non-ignorable non-monotone missingness with semiparametric Bayesian and machine learning components (Q2040667) (← links)
- Bayesian variable selection for mixed effects model with shrinkage prior (Q2184407) (← links)
- Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models (Q2273159) (← links)
- A reparametrization approach for dynamic space-time models (Q2324055) (← links)
- Modeling of the ARMA random effects covariance matrix in logistic random effects models (Q2324306) (← links)
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
- Wishart distributions for decomposable covariance graph models (Q2429939) (← links)
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741) (← links)
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
- Generalized score test of homogeneity for mixed effects models (Q2500462) (← links)
- Structured priors for multivariate time series (Q2500641) (← links)
- Covariance matrix estimation using repeated measurements when data are incomplete (Q2570712) (← links)
- Hierarchical Bayesian modeling of random and residual variance-covariance matrices in bivariate mixed effects models (Q2786173) (← links)
- Bayesian Nonparametrics for Missing Data in Longitudinal Clinical Trials (Q2800209) (← links)
- Bayesian Nonparametric Modeling for Multivariate Ordinal Regression (Q3391133) (← links)
- Mixtures of Varying Coefficient Models for Longitudinal Data with Discrete or Continuous Nonignorable Dropout (Q3445323) (← links)
- Bayesian modelling of the mean and covariance matrix in normal nonlinear models (Q3638594) (← links)
- On the Long-Run Volatility of Stocks (Q4559692) (← links)
- Regression models for covariance structures in longitudinal studies (Q4970699) (← links)
- Analyzing the emergence times of permanent teeth: an example of modeling the covariance matrix with interval-censored data (Q4970724) (← links)
- Modelling conditional covariance in the linear mixed model (Q4970873) (← links)
- A semiparametric approach to simultaneous covariance estimation for bivariate sparse longitudinal data (Q4979224) (← links)
- Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors (Q5082918) (← links)
- Regression for non-Euclidean data using distance matrices (Q5130534) (← links)
- A Bayesian hierarchical model for inference across related reverse phase protein arrays experiments (Q5130545) (← links)
- Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family (Q5146051) (← links)
- Linear Inverse Problem with Range Prior on Correlations and Its Variational Bayes Inference (Q5267859) (← links)
- Bayesian Hierarchical Spatially Correlated Functional Data Analysis with Application to Colon Carcinogenesis (Q5450455) (← links)
- Bayesian Covariance Selection in Generalized Linear Mixed Models (Q5492082) (← links)
- A Comparison of REML and Covariance Adjustment Method in the Estimation of Growth Curve Models (Q5495070) (← links)