Efficient robust estimation of mean and covariance for longitudinal data

DOI10.3969/J.ISSN.1001-4268.2018.06.005MaRDI QIDQ5193767zbMATH OpenFDO

Authors Yali Fan, Xiaolin Xu

Publication date 20 September 2019

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2018.06.005

zbMATH Keywords

efficient estimationgeneralized empirical likelihoodrobustness

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Analysis of variance and covariance (ANOVA) (62J10)

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Cited in

(8)

• Robust estimation of the correlation matrix of longitudinal data
• Robust maximum L_q-likelihood estimation of joint mean-covariance models for longitudinal data
• Robust estimation in joint mean-covariance regression model for longitudinal data
• Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
• ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
• Robust estimation for the correlation matrix of multivariate longitudinal data
• Robust estimation of mean and covariance for longitudinal data with dropouts
• Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis

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