Individual-specific, sparse inverse covariance estimation in generalized estimating equations
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Cites work
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 1447423 (Why is no real title available?)
- A Caveat Concerning Independence Estimating Equations with Multivariate Binary Data
- A Note on the Efficiency of Sandwich Covariance Matrix Estimation
- Alternating direction method for covariance selection models
- Covariance estimation: the GLM and regularization perspectives
- Covariance matrix selection and estimation via penalised normal likelihood
- Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Generalized thresholding of large covariance matrices
- High-dimensional graphs and variable selection with the Lasso
- Longitudinal data analysis using generalized linear models
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Miscellanea. On the efficiency of regression estimators in generalised linear models for longitudinal data
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- Nonparametric estimation of large covariance matrices of longitudinal data
- On the efficiency of extended generalized estimating equation approaches
- Penalized Estimating Equations
- Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible \(\mathrm{ARMA}(p,q)\) model
- Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
- Sparse estimation of large covariance matrices via a nested Lasso penalty
- Sparse inverse covariance estimation with the graphical lasso
- Sparse precision matrix estimation via lasso penalized D-trace loss
- Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures
- Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
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