Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
From MaRDI portal
Publication:4935366
DOI10.1093/biomet/86.3.677zbMath0949.62066OpenAlexW2160306985MaRDI QIDQ4935366
Publication date: 21 November 2000
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/43b3440fd8ec728ea6e57df25f3f686f5eca26f1
linear regressionautoregressionlink functionCholesky decompositionmultivariate normalnonstationary modelstationary modelantedependence
Related Items
Joint hierarchical generalized linear models with multivariate Gaussian random effects, Optimal designs for mean-covariance models with missing observations, Covariance structure regularization via entropy loss function, Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models, Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions, Ensemble sparse estimation of covariance structure for exploring genetic disease data, Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions, Bayesian cumulative logit random effects models with ARMA random effects covariance matrix, Triangular angles parameterization for the correlation matrix of bivariate longitudinal data, Nonparametric matrix regression function estimation over symmetric positive definite matrices, Bayesian stochastic search for VAR model restrictions, Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models, Bayesian geoadditive seemingly unrelated regression, A class of shrinkage priors for the dependence structure in longitudinal data, Anderson acceleration of the alternating projections method for computing the nearest correlation matrix, Mixture regression for longitudinal data based on joint mean-covariance model, Multilevel modeling of insurance claims using copulas, Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm, On continuity of the Pearson statistic and sample quantiles, Joint estimation for single index mean-covariance models with longitudinal data, A robust approach to joint modeling of mean and scale covariance for longitudinal data, ARMA Cholesky factor models for the covariance matrix of linear models, A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data, A calibration method for non-positive definite covariance matrix in multivariate data analysis, A Bayesian algorithm for functional mapping of dynamic complex traits, Estimation and model identification of longitudinal data time-varying nonparametric models, Nested covariance functions on graphs with Euclidean edges cross time, Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data, Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data, Simultaneous modelling of the Cholesky decomposition of several covariance matrices, Semiparametric Bayesian inference for mean-covariance regression models, GEE analysis in joint mean-covariance model for longitudinal data, Robust estimation in joint mean-covariance regression model for longitudinal data, Regularization in statistics, A joint mean-correlation modeling approach for longitudinal zero-inflated count data, Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances, A Bayesian analysis of normalized VAR models, 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, Clustering gene expression time course data using mixtures of multivariate \(t\)-distributions, Unconstrained models for the covariance structure of multivariate longitudinal data, Computation of reference Bayesian inference for variance components in longitudinal studies, Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor, Efficient semiparametric estimation via Cholesky decomposition for longitudinal data, Objective priors for generative star-shape models, Modeling the random effects covariance matrix for generalized linear mixed models, Multivariate prediction and matrix Szegő theory, An alternative REML estimation of covariance matrices in linear mixed models, Covariance estimation: the GLM and regularization perspectives, Bayesian testing of restrictions on vector autoregressive models, Estimation and inference for precision matrices of nonstationary time series, A cautionary note on generalized linear models for covariance of unbalanced longitudinal data, A robust joint modeling approach for longitudinal data with informative dropouts, Inferring upon heterogeneous associations in dairy cattle performance using a bivariate hierarchical model, Modeling complex spatial dependencies: low-rank spatially varying cross-covariances with application to soil nutrient data, Variable selection and joint estimation of mean and covariance models with an application to eQTL data, Efficient Bayesian regularization for graphical model selection, A multiple testing approach to the regularisation of large sample correlation matrices, Covariance structure regularization via Frobenius-norm discrepancy, Asymptotics of Cholesky GARCH models and time-varying conditional betas, Local estimation for longitudinal semiparametric varying-coefficient partially linear model, A higher-order LQ decomposition for separable covariance models, Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor, Cholesky-GARCH models with applications to finance, Thresholds of moving averages of stationary processes for given target significant levels, Variable selection in joint mean and dispersion models via double penalized likelihood, Joint semiparametric mean-covariance model in longitudinal study, Efficient estimation of longitudinal data additive varying coefficient regression models, Linear quantile mixed models, Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data, A joint model for incomplete data in crossover trials, A double varying-coefficient modeling approach for analyzing longitudinal observations, Estimation of a rank-reduced functional-coefficient panel data model with serial correlation, Estimation of covariance matrix via the sparse Cholesky factor with lasso, Estimation of a multivariate normal covariance matrix with staircase pattern data, Unconstrained representation of orthogonal matrices with application to common principal components, Parsimonious mean-covariance modeling for longitudinal data with ARMA errors, On generating random Gaussian graphical models, Robust estimation of the correlation matrix of longitudinal data, Predicting paleoclimate from compositional data using multivariate Gaussian process inverse prediction, Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data, Ultrahigh dimensional precision matrix estimation via refitted cross validation, A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects, Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data, A Dirichlet process mixture model for the analysis of correlated binary responses, Flexible Bayesian dynamic modeling of correlation and covariance matrices, A flexible approach to Bayesian multiple curve fitting, Bayesian estimation of large precision matrix based on Cholesky decomposition, Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models, A trivariate additive regression model with arbitrary link functions and varying correlation matrix, Modeling covariance matrices via partial autocorrelations, Estimation of semi-varying coefficient models for longitudinal data with irregular error structure, Conditional generalized estimating equations of mean-variance-correlation for clustered data, A reparametrization approach for dynamic space-time models, Modeling of the ARMA random effects covariance matrix in logistic random effects models, Sparsistency and rates of convergence in large covariance matrix estimation, Bayesian joint semiparametric mean-covariance modeling for longitudinal data, Varying-coefficient mean-covariance regression analysis for longitudinal data, Bayesian estimation of constrained mean-covariance of normal distributions, Minimaxity in estimation of restricted and non-restricted scale parameter matrices, Cholesky-based model averaging for covariance matrix estimation, ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL, Robust estimation for the correlation matrix of multivariate longitudinal data, Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors, A Cholesky-based estimation for large-dimensional covariance matrices, Hierarchical Bayesian modeling of heterogeneous cluster- and subject-level associations between continuous and binary outcomes in dairy production, Bayesian structured antedependence model proposals for longitudinal data, Model-based clustering, Estimating spatial covariance using penalised likelihood with weightedL1penalty, An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression, Modeling longitudinal data with a random change point and no time‐zero: Applications to inference and prediction of the labor curve, Bayesian Instrumental Variables: Priors and Likelihoods, Estimating linear covariance models with numerical nonlinear algebra, Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors, Statistical estimation and comparison of group-specific bivariate correlation coefficients in family-type clustered studies, Some recent work on multivariate Gaussian Markov random fields, Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data, Bayesian estimation for longitudinal data in a joint model with HPCs, Covariance prediction via convex optimization, On variable ordination of Cholesky‐based estimation for a sparse covariance matrix, On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices, A new approach for ultrahigh-dimensional covariance matrix estimation, Structural factor equation models for causal network construction via directed acyclic mixed graphs, Covariate‐based cepstral parameterizations for time‐varying spatial error covariances, D‐optimal designs of mean‐covariance models for longitudinal data, A marginalized multilevel model for bivariate longitudinal binary data, An improved modified cholesky decomposition approach for precision matrix estimation, Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation, Bayesian estimation of correlation matrices of longitudinal data, Scalable Bayesian high-dimensional local dependence learning, Bayes linear Bayes networks with an application to prognostic indices, GLS estimation and confidence sets for the date of a single break in models with trends, Autoregressive approximations to nonstationary time series with inference and applications, Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data, Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models, jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models, Unnamed Item, Modeling attendance at Spanish professional football league, A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data, Robust estimation of mean and covariance for longitudinal data with dropouts, Bayesian analysis of joint mean and covariance models for longitudinal data, Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection, Joint estimation of mean-covariance model for longitudinal data with basis function approximations, Multiple-index varying-coefficient models for longitudinal data, On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data, Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data, Model‐based clustering of longitudinal data, Sparse Matrix Graphical Models, Diagnostics for elliptical linear mixed models with first-order autoregressive errors, Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection, Sparse estimation of large covariance matrices via a nested Lasso penalty, Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors, Hierarchical Bayesian modeling of random and residual variance-covariance matrices in bivariate mixed effects models, Parametric modelling of growth curve data: An overview. (With comments), Continuity and Analysis of Sequences of Principal Components, Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data, Dynamic Conditionally Linear Mixed Models for Longitudinal Data, Modeling of covariance structures of random effects and random errors in linear mixed models, Regression models for covariance structures in longitudinal studies, Analyzing the emergence times of permanent teeth: an example of modeling the covariance matrix with interval-censored data, Modelling conditional covariance in the linear mixed model, Variable selection in joint modelling of the mean and variance for hierarchical data, Two Cholesky-log-GARCH models for multivariate volatilities, A Bayesian approach of analysing semi-continuous longitudinal data with monotone missingness, Double shrinkage estimators for large sparse covariance matrices, Estimated Estimating Equations: Semiparametric Inference for Clustered and Longitudinal Data, Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data, Bayesian longitudinal item response modeling with multivariate asymmetric serial dependencies, A Bayesian Time-Varying Coefficient Model for Multitype Recurrent Events, Bayesian modelling of the mean and covariance matrix in normal nonlinear models, A semiparametric approach to simultaneous covariance estimation for bivariate sparse longitudinal data, Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model, A new local estimation method for single index models for longitudinal data, Improving variance function estimation in semiparametric longitudinal data analysis, An overview of methods for interval-censored data with an emphasis on applications in dentistry, A Comparison of REML and Covariance Adjustment Method in the Estimation of Growth Curve Models, Stability conditions for heteroscedastic factor models with conditionally autoregressive betas, A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis, A profile likelihood approach for longitudinal data analysis, Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci, Covariance matrix estimation using repeated measurements when data are incomplete, Restricted maximum likelihood estimation of joint mean-covariance models, Bayesian analysis of multivariate stochastic volatility with skew return distribution, A note on limiting distribution of the sample auto-covariance function for the first-order autoregressive (AR(1)) model, Nonparametric estimation of mean and covariance structures for longitudinal data, Regressograms and Mean-Covariance Models for Incomplete Longitudinal Data
