Pages that link to "Item:Q5379907"
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The following pages link to A Joint Modelling Approach for Longitudinal Studies (Q5379907):
Displayed 33 items.
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522) (← links)
- ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← 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)
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (Q2129584) (← 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)
- 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)
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528) (← links)
- A novel robust approach for analysis of longitudinal data (Q2419149) (← links)
- Joint decision of pricing and ordering in stochastic demand with Nash bargaining fairness (Q2664366) (← links)
- Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study (Q2674494) (← links)
- DYNAMIC ASSET CORRELATIONS BASED ON VINES (Q4629569) (← links)
- Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- Robust statistical inference for longitudinal data with nonignorable dropouts (Q5044086) (← links)
- (Q5149227) (← links)
- Improved <i>k</i>th power expectile regression with nonignorable dropouts (Q5867698) (← 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)
- Robust probit linear mixed models for longitudinal binary data (Q6068836) (← links)
- Bayesian estimation of correlation matrices of longitudinal data (Q6120421) (← links)
- An extension of the partially linear Rice regression model for bimodal and correlated data (Q6155660) (← links)
- A Bayesian method for multinomial probit model (Q6158367) (← links)
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)
- jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models (Q6181892) (← links)