A robust approach to joint modeling of mean and scale covariance for longitudinal data
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Publication:2390462
DOI10.1016/J.JSPI.2009.02.008zbMATH Open1168.62082OpenAlexW2047323625MaRDI QIDQ2390462FDOQ2390462
Authors: Yun-Jen Wang, Tsung-I Lin 
Publication date: 22 July 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.02.008
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Cites Work
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Cited In (14)
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
- A robust joint modeling approach for longitudinal data
- Covariance estimation: the GLM and regularization perspectives
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
- Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- A skew-normal mixture of joint location, scale and skewness models
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
- Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
- Joint modeling of location and scale parameters of the skew-normal distribution
- Robust estimation of the correlation matrix of longitudinal data
- Subject-wise empirical likelihood inference for robust joint mean-covariance model with longitudinal data
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