Joint estimation of mean-covariance model for longitudinal data with basis function approximations

DOI10.1016/j.csda.2010.08.003zbMath1284.62161OpenAlexW1982714407MaRDI QIDQ2445806

Wing-Kam Fung, Jie Mao, Zhong-yi Zhu

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.08.003

zbMATH Keywords

B-splinesbasis functionBICpartially linear modelmodified Cholesky decomposition

Mathematics Subject Classification ID

Related Items (9)

Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis ⋮ Nonparametric tests for panel count data with unequal observation processes ⋮ A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data ⋮ Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data ⋮ Robust estimation in joint mean-covariance regression model for longitudinal data ⋮ Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data ⋮ Robust estimation of mean and covariance for longitudinal data with dropouts ⋮ Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data ⋮ Quantile estimations via modified Cholesky decomposition for longitudinal single-index models

Cites Work

• Nonparametric estimation of large covariance matrices of longitudinal data
• On the asymptotics of marginal regression splines with longitudinal data
• Semiparametric Stochastic Mixed Models for Longitudinal Data
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• On modelling mean-covariance structures in longitudinal studies
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Nonparametric Estimation of Covariance Structure in Longitudinal Data
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
• Semiparametric Estimation of Covariance Matrixes for Longitudinal Data
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• Robust Estimation in Generalized Partial Linear Models for Clustered Data

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