Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data

DOI10.1080/02331888.2017.1341520MaRDI QIDQ4639149zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

robustnesscovariance matrixgeneralized estimating equationsmodified Cholesky decompositionbivariate longitudinal data

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• A moving average Cholesky factor model in covariance modelling for longitudinal data
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
• A note on automatic variable selection using smooth-threshold estimating equations
• Bootstrap methods: another look at the jackknife
• Computers and the Theory of Statistics: Thinking the Unthinkable
• Joint estimation of mean-covariance model for longitudinal data with basis function approximations
• Joint mean-covariance model in generalized partially linear varying coefficient models for longitudinal data
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Longitudinal data analysis using generalized linear models
• Modelling covariance structure in bivariate marginal models for longitudinal data
• Modelling of covariance structures in generalised estimating equations for longitudinal data
• Quasi-likelihood functions
• Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
• Robust Estimation in Generalized Partial Linear Models for Clustered Data
• Robust Variable Selection With Exponential Squared Loss
• Robust estimation in generalized semiparametric mixed models for longitudinal data
• Robust estimation in joint mean-covariance regression model for longitudinal data
• Robust estimation of covariance parameters in partial linear model for longitudinal data
• Robust estimation of generalized partially linear model for longitudinal data with dropouts
• Semiparametric mean-covariance regression analysis for longitudinal data
• The analysis of multivariate longitudinal data using multivariate marginal models
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Variable selection in robust regression models for longitudinal data

Cited in

(7)

• Robust estimation in joint mean-covariance regression model for longitudinal data
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
• 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
• Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
• Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data

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