Restricted maximum likelihood estimation of joint mean-covariance models
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Publication:2856536
DOI10.1002/CJS.11130zbMATH Open1348.62070OpenAlexW2034610158MaRDI QIDQ2856536FDOQ2856536
Authors: Georgios Papageorgiou 
Publication date: 29 October 2013
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11130
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Cites Work
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- Recovery of inter-block information when block sizes are unequal
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Likelihood methods in statistics
- A Smooth Nonparametric Estimate of a Mixing Distribution Using Mixtures of Gaussians
- On modelling mean-covariance structures in longitudinal studies
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Cited In (8)
- Restricted expected multivariate least squares
- A note on maximum likelihood estimation for covariance reducing models
- Estimation of multivariate dependence structures via constrained maximum likelihood
- Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
- Consistency of restricted maximum likelihood estimators of principal components
- D‐optimal designs of mean‐covariance models for longitudinal data
- On the relationships between sum score based estimation and joint maximum likelihood estima\-tion
- Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data
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