Multivariate robust linear models for multivariate longitudinal data
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Publication:6667477
Cites work
- scientific article; zbMATH DE number 3342967 (Why is no real title available?)
- A joint modelling approach for longitudinal studies
- A multivariate and asymmetric generalization of Laplace distribution
- A multivariate generalization of the power exponential family of distributions
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- An Optimum Property of Regular Maximum Likelihood Estimation
- Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- Inference and missing data
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
- Modelling covariance structure in bivariate marginal models for longitudinal data
- Multivariate Elliptically Contoured Distributions for Repeated Measurements
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- The Matrix-Logarithmic Covariance Model
- Unconstrained models for the covariance structure of multivariate longitudinal data
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