Robust estimation of the correlation matrix of longitudinal data
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Publication:139142
DOI10.1007/S11222-011-9284-6zbMATH Open1322.62154OpenAlexW1983451648MaRDI QIDQ139142FDOQ139142
Authors: Mehdi Maadooliat, Mohsen Pourahmadi, Jianhua Z. Huang, M. Maadooliat, M. Pourahmadi, Jianhua Z. Huang 
Publication date: 23 September 2011
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://epublications.marquette.edu/cgi/viewcontent.cgi?article=1120&context=mscs_fac
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Cited In (8)
- A robust joint modeling approach for longitudinal data with informative dropouts
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
- GEE analysis in joint mean-covariance model for longitudinal data
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
- Longitudinal Principal Component Analysis With an Application to Marketing Data
- varjmcm
- Robust estimation for the correlation matrix of multivariate longitudinal data
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