Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
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Cites work
- A Simplex Method for Function Minimization
- Covariance matrix selection and estimation via penalised normal likelihood
- Functional Mapping of Quantitative Trait Loci Underlying Growth Trajectories Using a Transform-Both-Sides Logistic Model
- Generalized likelihood ratio statistics and Wilks phenomenon
- scientific article; zbMATH DE number 192852 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Network exploration via the adaptive LASSO and SCAD penalties
- Nonparametric estimation of large covariance matrices of longitudinal data
- Parametric modelling of growth curve data: An overview. (With comments)
- Parsimonious Covariance Matrix Estimation for Longitudinal Data
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Statistical genetics of quantitative traits. Linkage, maps, and QTL.
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(12)- A nonparametric approach for functional mapping of complex traits
- A model for computing genes governing marital dissolution through sentimental dynamics
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- A dynamic model for functional mapping of biological rhythms
- Nonparametric estimation of the effects of quantitative trait loci
- Sparse covariance matrix estimation by DCA-based algorithms
- A general model for detecting genetic determinants underlying longitudinal traits with unequally spaced measurements and nonstationary covariance structure
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Minimax powerful functional analysis of covariance tests with application to longitudinal genome‐wide association studies
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
- The Fourier-Malliavin volatility (FMVol) Matlab\(^{\circledR}\) library
- Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies
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