Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
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Cited in
(only showing first 100 items - show all)- A Dirichlet process mixture model for the analysis of correlated binary responses
- A flexible approach to Bayesian multiple curve fitting
- Modeling covariance matrices via partial autocorrelations
- Sparsistency and rates of convergence in large covariance matrix estimation
- Linear quantile mixed models
- On generating random Gaussian graphical models
- Robust estimation of the correlation matrix of longitudinal data
- A higher-order LQ decomposition for separable covariance models
- Joint hierarchical generalized linear models with multivariate Gaussian random effects
- Covariance structure regularization via entropy loss function
- Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models
- ARMA Cholesky factor models for the covariance matrix of linear models
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
- A Bayesian algorithm for functional mapping of dynamic complex traits
- Variable selection and joint estimation of mean and covariance models with an application to eQTL data
- Efficient Bayesian regularization for graphical model selection
- A multiple testing approach to the regularisation of large sample correlation matrices
- Asymptotics of Cholesky GARCH models and time-varying conditional betas
- Bayesian geoadditive seemingly unrelated regression
- A class of shrinkage priors for the dependence structure in longitudinal data
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data
- Multivariate prediction and matrix Szegő theory
- An alternative REML estimation of covariance matrices in linear mixed models
- Efficient estimation of longitudinal data additive varying coefficient regression models
- Unconstrained representation of orthogonal matrices with application to common principal components
- Flexible Bayesian dynamic modeling of correlation and covariance matrices
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- Conditional generalized estimating equations of mean-variance-correlation for clustered data
- Bayesian estimation of constrained mean-covariance of normal distributions
- Optimal designs for mean-covariance models with missing observations
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- Bayesian cumulative logit random effects models with ARMA random effects covariance matrix
- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
- Nonparametric matrix regression function estimation over symmetric positive definite matrices
- Mixture regression for longitudinal data based on joint mean-covariance model
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
- Nested covariance functions on graphs with Euclidean edges cross time
- GEE analysis in joint mean-covariance model for longitudinal data
- A joint mean-correlation modeling approach for longitudinal zero-inflated count data
- Estimation and inference for precision matrices of nonstationary time series
- A robust joint modeling approach for longitudinal data with informative dropouts
- Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
- A double varying-coefficient modeling approach for analyzing longitudinal observations
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
- Predicting paleoclimate from compositional data using multivariate Gaussian process inverse prediction
- Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
- Ultrahigh dimensional precision matrix estimation via refitted cross validation
- Bayesian estimation of large precision matrix based on Cholesky decomposition
- Subject-wise empirical likelihood inference for robust joint mean-covariance model with longitudinal data
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- A trivariate additive regression model with arbitrary link functions and varying correlation matrix
- A reparametrization approach for dynamic space-time models
- Modeling of the ARMA random effects covariance matrix in logistic random effects models
- Bayesian joint semiparametric mean-covariance modeling for longitudinal data
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- Minimaxity in estimation of restricted and non-restricted scale parameter matrices
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
- A calibration method for non-positive definite covariance matrix in multivariate data analysis
- Estimation and model identification of longitudinal data time-varying nonparametric models
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
- Semiparametric Bayesian inference for mean-covariance regression models
- Some recent work on multivariate Gaussian Markov random fields
- Joint mean and covariance modeling of multiple health outcome measures
- Robust maximum L_q-likelihood estimation of joint mean-covariance models for longitudinal data
- A marginalized multilevel model for bivariate longitudinal binary data
- A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
- Covariance matrix estimation using repeated measurements when data are incomplete
- Model-based clustering
- Estimating linear covariance models with numerical nonlinear algebra
- Hierarchical Bayesian modeling of random and residual variance-covariance matrices in bivariate mixed effects models
- Modeling of covariance structures of random effects and random errors in linear mixed models
- A new local estimation method for single index models for~longitudinal data
- Restricted maximum likelihood estimation of joint mean-covariance models
- Nonparametric estimation of mean and covariance structures for longitudinal data
- Hierarchical Bayesian modeling of heterogeneous cluster- and subject-level associations between continuous and binary outcomes in dairy production
- Bayesian stochastic search for VAR model restrictions
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Modelling covariance structure in bivariate marginal models for longitudinal data
- Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
- Continuity and Analysis of Sequences of Principal Components
- Dynamic conditionally linear mixed models for longitudinal data
- Joint mean-covariance models with applications to longitudinal data in partially linear model
- Improving variance function estimation in semiparametric longitudinal data analysis
- A profile likelihood approach for longitudinal data analysis
- Multilevel modeling of insurance claims using copulas
- Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
- Estimating spatial covariance using penalised likelihood with weightedL1penalty
- Joint estimation for single index mean-covariance models with longitudinal data
- A Bayesian approach of analysing semi-continuous longitudinal data with monotone missingness
- Bayesian longitudinal item response modeling with multivariate asymmetric serial dependencies
- A Bayesian Time-Varying Coefficient Model for Multitype Recurrent Events
- An overview of methods for interval-censored data with an emphasis on applications in dentistry
- Modeling longitudinal data with a random change point and no time-zero: applications to inference and prediction of the labor curve
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