Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data

From MaRDI portal
Publication:5254946

DOI10.1198/jasa.2009.tm08485zbMath1397.62130OpenAlexW2005384286MaRDI QIDQ5254946

Chenlei Leng, Weiping Zhang, Jian-Xin Pan

Publication date: 11 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2009.tm08485




Related Items

Robust estimation for the correlation matrix of multivariate longitudinal dataOptimal designs for mean-covariance models with missing observationsRobust variable selection in semiparametric mean-covariance regression for longitudinal data analysisRobust statistical inference for longitudinal data with nonignorable dropoutsSemiparametric methods for incomplete longitudinal count data with an application to health and retirement studyTriangular angles parameterization for the correlation matrix of bivariate longitudinal dataJoint estimation for single index mean-covariance models with longitudinal dataA moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal dataA new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal dataEstimation and model identification of longitudinal data time-varying nonparametric modelsEfficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal dataRobust estimation in joint mean-covariance regression model for longitudinal dataA joint mean-correlation modeling approach for longitudinal zero-inflated count dataRobust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal dataWiSER: Robust and scalable estimation and inference of within‐subject variances from intensive longitudinal dataImproved composite quantile regression and variable selection with nonignorable dropoutsPartial linear model averaging prediction for longitudinal dataRobust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal dataEfficient semiparametric estimation via Cholesky decomposition for longitudinal dataA moving average Cholesky factor model in joint mean-covariance modeling for longitudinal dataCovariance estimation: the GLM and regularization perspectivesRobust estimation of mean and covariance for longitudinal data with dropoutsEfficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered dataMultiple-index varying-coefficient models for longitudinal dataA robust joint modeling approach for longitudinal data with informative dropoutsAdaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal dataNon parametric regression analysis for longitudinal data with time-depending autoregressive error processLocal estimation for longitudinal semiparametric varying-coefficient partially linear modelEfficient estimation of longitudinal data additive varying coefficient regression modelsSmoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal dataA double varying-coefficient modeling approach for analyzing longitudinal observationsEstimation of a rank-reduced functional-coefficient panel data model with serial correlationTwo step estimations for a single-index varying-coefficient model with longitudinal dataVariable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression ModelsParsimonious mean-covariance modeling for longitudinal data with ARMA errorsRobust estimation of the correlation matrix of longitudinal dataSecond-order generalized estimating equations for correlated count dataImproved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropoutsMerging multiple longitudinal studies with study-specific missing covariates: A joint estimating function approachTwo Cholesky-log-GARCH models for multivariate volatilitiesJoint mean–covariance model in generalized partially linear varying coefficient models for longitudinal dataGeneralized Gaussian Process Regression Model for Non-Gaussian Functional DataA new local estimation method for single index models for longitudinal dataAnalysis of longitudinal data with semiparametric varying-coefficient mean-covariance modelsTwo-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matricesGeneralized partial linear models with nonignorable dropoutsA semiparametric mixture regression model for longitudinal dataEstimation of semi-varying coefficient models for longitudinal data with irregular error structureConditional generalized estimating equations of mean-variance-correlation for clustered dataLatent Gaussian copula models for longitudinal binary dataBayesian joint semiparametric mean-covariance modeling for longitudinal dataQuantile estimations via modified Cholesky decomposition for longitudinal single-index modelsVarying-coefficient mean-covariance regression analysis for longitudinal dataImproved kth power expectile regression with nonignorable dropoutsNonparametric estimation of mean and covariance structures for longitudinal data