Multivariate robust linear models for multivariate longitudinal data
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Publication:6667477
DOI10.1016/J.JMVA.2024.105392MaRDI QIDQ6667477FDOQ6667477
Authors: Keunbaik Lee, Jongwoo Choi, Eun Jin Jang, Dipak K. Dey 
Publication date: 20 January 2025
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)
Cites Work
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- An Optimum Property of Regular Maximum Likelihood Estimation
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- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Title not available (Why is that?)
- The Matrix-Logarithmic Covariance Model
- Multivariate Elliptically Contoured Distributions for Repeated Measurements
- Unconstrained models for the covariance structure of multivariate longitudinal data
- A multivariate generalized Laplace distributions design
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
- Modelling covariance structure in bivariate marginal models for longitudinal data
- Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- A joint modelling approach for longitudinal studies
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
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