Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
DOI10.1080/02331888.2017.1341520zbMATH Open1390.62101OpenAlexW2728948538MaRDI QIDQ4639149FDOQ4639149
Authors: Jing Lv, Chaohui Guo, Xiaolin Pan, Tingting Li, Yuan-yuan Hao 
Publication date: 3 May 2018
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2017.1341520
Recommendations
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Efficient robust estimation of mean and covariance for longitudinal data
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
robustnesscovariance matrixgeneralized estimating equationsmodified Cholesky decompositionbivariate longitudinal data
Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
- Bootstrap methods: another look at the jackknife
- Longitudinal data analysis using generalized linear models
- Robust estimation in generalized semiparametric mixed models for longitudinal data
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Quasi-likelihood functions
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Semiparametric mean-covariance regression analysis for longitudinal data
- Variable selection in robust regression models for longitudinal data
- A note on automatic variable selection using smooth-threshold estimating equations
- Robust Variable Selection With Exponential Squared Loss
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations
- A moving average Cholesky factor model in covariance modelling for longitudinal data
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
- Robust estimation of covariance parameters in partial linear model for longitudinal data
- Robust estimation of generalized partially linear model for longitudinal data with dropouts
- Joint mean-covariance model in generalized partially linear varying coefficient models for longitudinal data
- Unconstrained models for the covariance structure of multivariate longitudinal data
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
- Modelling covariance structure in bivariate marginal models for longitudinal data
- The analysis of multivariate longitudinal data using multivariate marginal models
- Computers and the Theory of Statistics: Thinking the Unthinkable
Cited In (7)
- Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data
- Robust estimation in joint mean-covariance regression model for longitudinal data
- 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
- Graphical models for mean and covariance of multivariate longitudinal data
- Efficient robust estimation of mean and covariance for longitudinal data
- Robust estimation for the correlation matrix of multivariate longitudinal data
This page was built for publication: Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4639149)
