Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
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Cited in
(only showing first 100 items - show all)- Joint semiparametric mean-covariance model in longitudinal study
- 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 inference in joint modelling of location and scale parameters of the t distribution for longitudinal data
- Bayesian testing of restrictions on vector autoregressive models
- Covariance matrix estimation using repeated measurements when data are incomplete
- Model-based clustering of longitudinal data
- A Dirichlet process mixture model for the analysis of correlated binary responses
- GLS estimation and confidence sets for the date of a single break in models with trends
- Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
- Modeling covariance matrices via partial autocorrelations
- Robust estimation of mean and covariance for longitudinal data with dropouts
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- A reparametrization approach for dynamic space-time models
- A new approach for ultrahigh dimensional precision matrix estimation
- A Bayesian semiparametric model for bivariate sparse longitudinal data
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- Improving variance function estimation in semiparametric longitudinal data analysis
- Clustering gene expression time course data using mixtures of multivariate \(t\)-distributions
- Thresholds of moving averages of stationary processes for given target significant levels
- Covariance estimation: the GLM and regularization perspectives
- A Bayesian approach of analysing semi-continuous longitudinal data with monotone missingness
- Two Cholesky-log-GARCH models for multivariate volatilities
- Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
- Ensemble sparse estimation of covariance structure for exploring genetic disease data
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
- Estimation and inference for precision matrices of nonstationary time series
- Efficient estimation of longitudinal data additive varying coefficient regression models
- Cholesky-based model averaging for covariance matrix estimation
- Bayesian joint semiparametric mean-covariance modeling for longitudinal data
- Statistical estimation and comparison of group-specific bivariate correlation coefficients in family-type clustered studies
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
- Regression models for covariance structures in longitudinal studies
- Weighted average ensemble for Cholesky-based covariance matrix estimation
- Variable selection and joint estimation of mean and covariance models with an application to eQTL data
- GEE analysis in joint mean-covariance model for high-dimensional longitudinal data with HPC
- Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Multiple-index varying-coefficient models for longitudinal data
- Model-based clustering
- Cholesky-GARCH models with applications to finance
- Continuity and Analysis of Sequences of Principal Components
- Bayesian estimation of constrained mean-covariance of normal distributions
- Bayesian multivariate meta-analysis with multiple outcomes
- Robust variable selection via nonconcave penalties with an upgraded parsimonious dynamic covariance modeling
- Analyzing the emergence times of permanent teeth: an example of modeling the covariance matrix with interval-censored data
- Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data
- Joint hierarchical generalized linear models with multivariate Gaussian random effects
- Bayesian structured antedependence model proposals for longitudinal data
- Dynamic semiparametric Bayesian models for genetic mapping of complex trait with irregular longitudinal data
- Unconstrained models for the covariance structure of multivariate longitudinal data
- scientific article; zbMATH DE number 7387627 (Why is no real title available?)
- An adaptive factorized Nyström preconditioner for regularized kernel matrices
- An improved modified cholesky decomposition approach for precision matrix estimation
- Joint robust variable selection of mean and covariance model via shrinkage methods
- Some recent work on multivariate Gaussian Markov random fields
- Variable selection in joint modelling of the mean and variance for hierarchical data
- Dynamic conditionally linear mixed models for longitudinal data
- Bayesian stochastic search for VAR model restrictions
- Hierarchical Bayesian modeling of random and residual variance-covariance matrices in bivariate mixed effects models
- Estimating linear covariance models with numerical nonlinear algebra
- Unconstrained representation of orthogonal matrices with application to common principal components
- Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- Robust estimation in joint mean-covariance regression model for longitudinal data
- A joint model for incomplete data in crossover trials
- Optimal designs for mean-covariance models with missing observations
- Robust semiparametric modeling of mean and covariance in longitudinal data
- Discussion of: ``Specifying prior distributions in reliability applications -- Applications for Bayesian estimation software design
- Additive Covariance Matrix Models: Modeling Regional Electricity Net-Demand in Great Britain
- 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
- Bayesian modelling of the mean and covariance matrix in normal nonlinear models
- Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
- On continuity of the Pearson statistic and sample quantiles
- Modeling of covariance structures of random effects and random errors in linear mixed models
- Retracted: ``Bayesian inference on mixed-effects location scale models with skew-\(t\) distribution and mismeasured covariates for longitudinal data
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- A generalized partially linear mean-covariance regression model for longitudinal proportional data, with applications to the analysis of quality of life data from cancer clinical trials
- Efficient Bayesian regularization for graphical model selection
- A robust joint modeling approach for longitudinal data with informative dropouts
- A note on limiting distribution of the sample auto-covariance function for the first-order autoregressive (AR(1)) model
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas
- A new local estimation method for single index models for~longitudinal data
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- Nonparametric matrix regression function estimation over symmetric positive definite matrices
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Objective priors for generative star-shape models
- Asymptotics of Cholesky GARCH models and time-varying conditional betas
- Modeling the random effects covariance matrix for generalized linear mixed models
- Bayesian estimation for longitudinal data in a joint model with HPCs
- A multiple testing approach to the regularisation of large sample correlation matrices
- A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects
- Model-based vs. agnostic methods for the prediction of time-varying covariance matrices
- Covariance structure regularization via Frobenius-norm discrepancy
- An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
- An overview of methods for interval-censored data with an emphasis on applications in dentistry
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Robust maximum L_q-likelihood estimation of joint mean-covariance models for longitudinal data
- Regularized inverse covariance estimation for longitudinal data with informative dropout
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