A moving average Cholesky factor model in covariance modelling for longitudinal data
From MaRDI portal
Publication:3224221
DOI10.1093/biomet/asr068zbMath1234.62111MaRDI QIDQ3224221
Publication date: 29 March 2012
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b45edd1b503c6cc9b4872ff666a867f81c4b2474
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62J99: Linear inference, regression
Related Items
Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data, Robust estimation for the correlation matrix of multivariate longitudinal data, A Cholesky-based estimation for large-dimensional covariance matrices, Robust statistical inference for longitudinal data with nonignorable dropouts, Bayesian analysis of joint mean and covariance models for longitudinal data, Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition, Improved kth power expectile regression with nonignorable dropouts, Bayesian estimation for longitudinal data in a joint model with HPCs, Improved composite quantile regression and variable selection with nonignorable dropouts, Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation, Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data, Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis, Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models, A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data, ARMA Cholesky factor models for the covariance matrix of linear models, A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data, Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts, Generalized partial linear models with nonignorable dropouts, Estimation of semi-varying coefficient models for longitudinal data with irregular error structure, Conditional generalized estimating equations of mean-variance-correlation for clustered data, Bayesian cumulative logit random effects models with ARMA random effects covariance matrix, Triangular angles parameterization for the correlation matrix of bivariate longitudinal data, Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm, GEE analysis in joint mean-covariance model for longitudinal data, A joint mean-correlation modeling approach for longitudinal zero-inflated count data, A robust joint modeling approach for longitudinal data with informative dropouts, Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data, A double varying-coefficient modeling approach for analyzing longitudinal observations, Parsimonious mean-covariance modeling for longitudinal data with ARMA errors, Modeling of the ARMA random effects covariance matrix in logistic random effects models, Bayesian joint semiparametric mean-covariance modeling for longitudinal data, Quantile estimations via modified Cholesky decomposition for longitudinal single-index models, Estimation and model identification of longitudinal data time-varying nonparametric models, Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data, Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data, A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data, Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models, A profile likelihood approach for longitudinal data analysis