Robust estimation in joint mean-covariance regression model for longitudinal data

DOI10.1007/S10463-012-0383-8MaRDI QIDQ379981zbMATH OpenOpenAlexFDO

Authors Xueying Zheng, Wing Kam Fung, Zhongyi Zhu

Publication date 11 November 2013

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-012-0383-8

zbMATH Keywords

covariance matrixgeneralized estimating equationmodified Cholesky decompositionrobustness

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12)

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Cites work

• A robust approach to longitudinal data analysis
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
• Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
• Improving generalised estimating equations using quadratic inference functions
• Influence Diagnostics and Outlier Tests for Semiparametric Mixed Models
• Joint estimation of mean-covariance model for longitudinal data with basis function approximations
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Longitudinal data analysis using generalized linear models
• Marginal nonparametric kernel regression accounting for within-subject correlation
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Modelling of covariance structures in generalised estimating equations for longitudinal data
• Nonparametric estimation of large covariance matrices of longitudinal data
• On modelling mean-covariance structures in longitudinal studies
• Quasi-likelihood functions
• Robust Analysis of Generalized Linear Mixed Models
• Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
• Robust Estimation in Generalized Partial Linear Models for Clustered Data
• Robust estimation in generalized semiparametric mixed models for longitudinal data
• Robust estimation of covariance parameters in partial linear model for longitudinal data
• Robust estimation of mean and dispersion functions in extended generalized additive models
• Semiparametric estimation of covariance matrixes for longitudinal data
• Semiparametric mean-covariance regression analysis for longitudinal data
• Semiparametric Stochastic Mixed Models for Longitudinal Data
• Sparse estimation of large covariance matrices via a nested Lasso penalty

Cited in

(25)

• An efficient and robust variable selection method for longitudinal generalized linear models
• Two step estimations for a single-index varying-coefficient model with longitudinal data
• Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers
• Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
• Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
• Subject-wise empirical likelihood inference for robust joint mean-covariance model with longitudinal data
• 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 novel robust approach for analysis of longitudinal data
• Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
• Joint estimation for single index mean-covariance models with longitudinal data
• Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
• A robust joint modeling approach for longitudinal data
• Robust estimation for the correlation matrix of multivariate longitudinal data
• Robust statistical inference for longitudinal data with nonignorable dropouts
• A model selection method based on the adaptive Lasso-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis
• An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
• Robust estimation of mean and covariance for longitudinal data with dropouts
• Efficient robust estimation of mean and covariance for longitudinal data
• Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
• Robust joint modelling of left-censored longitudinal data and survival data with application to HIV vaccine studies
• Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data
• The effect of the working correlation on fitting models to longitudinal data
• Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
• Robust estimation of covariance parameters in partial linear model for longitudinal data

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