Pages that link to "Item:Q3224221"
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The following pages link to A moving average Cholesky factor model in covariance modelling for longitudinal data (Q3224221):
Displayed 38 items.
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
- Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models (Q1623700) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← 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)
- Bayesian cumulative logit random effects models with ARMA random effects covariance matrix (Q2131882) (← links)
- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- GEE analysis in joint mean-covariance model for longitudinal data (Q2175604) (← 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)
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
- Modeling of the ARMA random effects covariance matrix in logistic random effects models (Q2324306) (← 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)
- 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)
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models (Q2965547) (← links)
- A profile likelihood approach for longitudinal data analysis (Q3119827) (← links)
- Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data (Q4639149) (← links)
- Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) (← links)
- Bayesian analysis of joint mean and covariance models for longitudinal data (Q5130547) (← links)
- Improved <i>k</i>th power expectile regression with nonignorable dropouts (Q5867698) (← links)
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)
- Bayesian estimation for longitudinal data in a joint model with HPCs (Q6044813) (← links)
- Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
- Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation (Q6115549) (← links)
- Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data (Q6141717) (← links)