Pages that link to "Item:Q5254946"
From MaRDI portal
The following pages link to Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data (Q5254946):
Displayed 50 items.
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- 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)
- Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
- Second-order generalized estimating equations for correlated count data (Q736660) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
- Efficient estimation of longitudinal data additive varying coefficient regression models (Q2013055) (← links)
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts (Q2042529) (← links)
- Generalized partial linear models with nonignorable dropouts (Q2075033) (← links)
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← links)
- Conditional generalized estimating equations of mean-variance-correlation for clustered data (Q2076146) (← links)
- Latent Gaussian copula models for longitudinal binary data (Q2078580) (← links)
- Optimal designs for mean-covariance models with missing observations (Q2123257) (← links)
- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
- A joint mean-correlation modeling approach for longitudinal zero-inflated count data (Q2180256) (← links)
- A robust joint modeling approach for longitudinal data with informative dropouts (Q2228227) (← links)
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
- A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← links)
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models (Q2315946) (← links)
- Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices (Q2316291) (← links)
- A semiparametric mixture regression model for longitudinal data (Q2321977) (← links)
- Bayesian joint semiparametric mean-covariance modeling for longitudinal data (Q2328676) (← links)
- Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← links)
- Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← 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)
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528) (← links)
- A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data (Q2441146) (← links)
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data (Q2444661) (← links)
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models (Q2792277) (← links)
- Merging multiple longitudinal studies with study-specific missing covariates: A joint estimating function approach (Q2809517) (← links)
- A new local estimation method for single index models for longitudinal data (Q2832021) (← links)
- Nonparametric estimation of mean and covariance structures for longitudinal data (Q2870709) (← links)
- Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data (Q4639149) (← links)
- Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
- Generalized Gaussian Process Regression Model for Non-Gaussian Functional Data (Q4975564) (← links)
- Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
- Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) (← links)
- Semiparametric methods for incomplete longitudinal count data with an application to health and retirement study (Q5044664) (← links)
- Robust estimation of mean and covariance for longitudinal data with dropouts (Q5130240) (← links)
- Multiple-index varying-coefficient models for longitudinal data (Q5138681) (← links)
- Non parametric regression analysis for longitudinal data with time-depending autoregressive error process (Q5154096) (← links)
- Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data (Q5222400) (← links)