Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
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Publication:4935366
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Cited in
(only showing first 100 items - show all)- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
- An alternative REML estimation of covariance matrices in linear mixed models
- Improving variance function estimation in semiparametric longitudinal data analysis
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas
- Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
- Computation of reference Bayesian inference for variance components in longitudinal studies
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
- Variable selection and joint estimation of mean and covariance models with an application to eQTL data
- A distributed and integrated method of moments for high-dimensional correlated data analysis
- Estimation of a multivariate normal covariance matrix with staircase pattern data
- Ultrahigh dimensional precision matrix estimation via refitted cross validation
- Multivariate prediction and matrix Szegő theory
- Ensemble sparse estimation of covariance structure for exploring genetic disease data
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
- GEE analysis in joint mean-covariance model for longitudinal data
- Nonparametric estimation of mean and covariance structures for longitudinal data
- Minimaxity in estimation of restricted and non-restricted scale parameter matrices
- A joint model for incomplete data in crossover trials
- Double shrinkage estimators for large sparse covariance matrices
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix
- Bayesian analysis of multivariate stochastic volatility with skew return distribution
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
- Model-based clustering
- Modeling of covariance structures of random effects and random errors in linear mixed models
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
- Flexible Bayesian dynamic modeling of correlation and covariance matrices
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
- ARMA Cholesky factor models for the covariance matrix of linear models
- A calibration method for non-positive definite covariance matrix in multivariate data analysis
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
- scientific article; zbMATH DE number 7387627 (Why is no real title available?)
- Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models
- Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data
- Bayesian estimation of constrained mean-covariance of normal distributions
- Cholesky-based model averaging for covariance matrix estimation
- Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors
- Joint hierarchical generalized linear models with multivariate Gaussian random effects
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices
- On continuity of the Pearson statistic and sample quantiles
- Bayesian cumulative logit random effects models with ARMA random effects covariance matrix
- Bayesian geoadditive seemingly unrelated regression
- Conditional generalized estimating equations of mean-variance-correlation for clustered data
- Modeling of the ARMA random effects covariance matrix in logistic random effects models
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data
- Modelling conditional covariance in the linear mixed model
- Cholesky-GARCH models with applications to finance
- Covariance prediction via convex optimization
- Modelling covariance structure in bivariate marginal models for longitudinal data
- Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
- A Cholesky-based estimation for large-dimensional covariance matrices
- Robust estimation for the correlation matrix of multivariate longitudinal data
- A semiparametric approach to simultaneous covariance estimation for bivariate sparse longitudinal data
- Thresholds of moving averages of stationary processes for given target significant levels
- Asymptotics of Cholesky GARCH models and time-varying conditional betas
- An improved modified cholesky decomposition approach for precision matrix estimation
- Efficient Bayesian regularization for graphical model selection
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Modeling attendance at Spanish professional football league
- Covariance estimation: the GLM and regularization perspectives
- An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
- Estimating linear covariance models with numerical nonlinear algebra
- Multilevel modeling of insurance claims using copulas
- A Bayesian Time-Varying Coefficient Model for Multitype Recurrent Events
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances
- Minimax covariance estimation using commutator subgroup of lower triangular matrices
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Efficient estimation of longitudinal data additive varying coefficient regression models
- Objective priors for generative star-shape models
- Model-based clustering of longitudinal data
- Modeling the random effects covariance matrix for generalized linear mixed models
- Sparsistency and rates of convergence in large covariance matrix estimation
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
- Estimating spatial covariance using penalised likelihood with weightedL1penalty
- Semiparametric Bayesian inference for mean-covariance regression models
- Unconstrained representation of orthogonal matrices with application to common principal components
- On generating random Gaussian graphical models
- Parametric modelling of growth curve data: An overview. (With comments)
- Unconstrained models for the covariance structure of multivariate longitudinal data
- A class of shrinkage priors for the dependence structure in longitudinal data
- Robust estimation of the correlation matrix of longitudinal data
- Bayesian stochastic search for VAR model restrictions
- An overview of methods for interval-censored data with an emphasis on applications in dentistry
- A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data
- Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
- Regression models for covariance structures in longitudinal studies
- Linear quantile mixed models
- A Bayesian approach of analysing semi-continuous longitudinal data with monotone missingness
- A Bayesian analysis of normalized VAR models
- A higher-order LQ decomposition for separable covariance models
- A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects
- A new local estimation method for single index models for~longitudinal data
- Autoregressive approximations to nonstationary time series with inference and applications
- Regularization in statistics
- Joint mean-covariance model in generalized partially linear varying coefficient models for longitudinal data
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Some recent work on multivariate Gaussian Markov random fields
- Bayesian testing of restrictions on vector autoregressive models
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