Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
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Publication:4935366
DOI10.1093/BIOMET/86.3.677zbMATH Open0949.62066OpenAlexW2160306985MaRDI QIDQ4935366FDOQ4935366
Authors: M. Pourahmadi 
Publication date: 21 November 2000
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/43b3440fd8ec728ea6e57df25f3f686f5eca26f1
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Cited In (only showing first 100 items - show all)
- Improving variance function estimation in semiparametric longitudinal data analysis
- Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci
- Cholesky-based model averaging for covariance matrix estimation
- Thresholds of moving averages of stationary processes for given target significant levels
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
- Ensemble sparse estimation of covariance structure for exploring genetic disease data
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
- Variable selection and joint estimation of mean and covariance models with an application to eQTL data
- Model-based clustering
- Bayesian estimation of constrained mean-covariance of normal distributions
- Cholesky-GARCH models with applications to finance
- Title not available (Why is that?)
- Joint hierarchical generalized linear models with multivariate Gaussian random effects
- An improved modified cholesky decomposition approach for precision matrix estimation
- Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models
- A joint model for incomplete data in crossover trials
- Modeling of covariance structures of random effects and random errors in linear mixed models
- 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
- On continuity of the Pearson statistic and sample quantiles
- Efficient Bayesian regularization for graphical model selection
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas
- Asymptotics of Cholesky GARCH models and time-varying conditional betas
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix
- Estimation of a multivariate normal covariance matrix with staircase pattern data
- Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection
- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
- Minimaxity in estimation of restricted and non-restricted scale parameter matrices
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
- Modeling of the ARMA random effects covariance matrix in logistic random effects models
- Bayesian analysis of multivariate stochastic volatility with skew return distribution
- Multivariate prediction and matrix Szegő theory
- GEE analysis in joint mean-covariance model for longitudinal data
- A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis
- Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data
- Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors
- Modelling covariance structure in bivariate marginal models for longitudinal data
- A calibration method for non-positive definite covariance matrix in multivariate data analysis
- Bayesian cumulative logit random effects models with ARMA random effects covariance matrix
- Computation of reference Bayesian inference for variance components in longitudinal studies
- Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor
- Flexible Bayesian dynamic modeling of correlation and covariance matrices
- Covariance prediction via convex optimization
- A semiparametric approach to simultaneous covariance estimation for bivariate sparse longitudinal data
- Modelling conditional covariance in the linear mixed model
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data
- Nonparametric estimation of mean and covariance structures for longitudinal data
- Ultrahigh dimensional precision matrix estimation via refitted cross validation
- An alternative REML estimation of covariance matrices in linear mixed models
- Conditional generalized estimating equations of mean-variance-correlation for clustered data
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
- Bayesian geoadditive seemingly unrelated regression
- Double shrinkage estimators for large sparse covariance matrices
- A Cholesky-based estimation for large-dimensional covariance matrices
- Robust estimation for the correlation matrix of multivariate longitudinal data
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances
- Minimax covariance estimation using commutator subgroup of lower triangular matrices
- Model-based clustering of longitudinal data
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
- Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
- Bayesian testing of restrictions on vector autoregressive models
- A Dirichlet process mixture model for the analysis of correlated binary responses
- A reparametrization approach for dynamic space-time models
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- Modeling covariance matrices via partial autocorrelations
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- A Bayesian approach of analysing semi-continuous longitudinal data with monotone missingness
- Clustering gene expression time course data using mixtures of multivariate \(t\)-distributions
- Covariance estimation: the GLM and regularization perspectives
- Efficient estimation of longitudinal data additive varying coefficient regression models
- Regression models for covariance structures in longitudinal studies
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Unconstrained models for the covariance structure of multivariate longitudinal data
- Some recent work on multivariate Gaussian Markov random fields
- Dynamic conditionally linear mixed models for longitudinal data
- A new local estimation method for single index models for longitudinal data
- 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 stochastic search for VAR model restrictions
- Bayesian modelling of the mean and covariance matrix in normal nonlinear models
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- A multiple testing approach to the regularisation of large sample correlation matrices
- An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Objective priors for generative star-shape models
- Modeling the random effects covariance matrix for generalized linear mixed models
- An overview of methods for interval-censored data with an emphasis on applications in dentistry
- A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Covariance structure regularization via Frobenius-norm discrepancy
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
- A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors
- Parametric modelling of growth curve data: An overview. (With comments)
- Estimation of covariance matrix via the sparse Cholesky factor with lasso
- A flexible approach to Bayesian multiple curve fitting
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