A robust approach to joint modeling of mean and scale covariance for longitudinal data
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Cites work
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- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1211745 (Why is no real title available?)
- scientific article; zbMATH DE number 1086057 (Why is no real title available?)
- A Skew Extension of the T-Distribution, with Applications
- A generalized multivariate analysis of variance model useful especially for growth curve problems
- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Foundations of time series analysis and prediction theory
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Joint modelling of location and scale parameters of the t distribution
- Longitudinal data analysis using \(t\)-type regression.
- Mathematical properties of the multivariate \(t\) distribution
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Mixed Models
- Multivariate T-Distributions and Their Applications
- On modelling mean-covariance structures in longitudinal studies
- Prediction of future observations in growth curve models. With discussion and a reply by the author
- Random-Effects Models for Longitudinal Data
- Statistical Applications of the Multivariate Skew Normal Distribution
- The Predictive Sample Reuse Method with Applications
- The multivariate skew-normal distribution
Cited in
(14)- Covariance estimation: the GLM and regularization perspectives
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
- Joint modeling of location and scale parameters of the skew-normal distribution
- Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
- Robust estimation of the correlation matrix of longitudinal data
- A skew-normal mixture of joint location, scale and skewness models
- Subject-wise empirical likelihood inference for robust joint mean-covariance model with longitudinal data
- A robust joint modeling approach for longitudinal data
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
- 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
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
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