Robust estimation of the correlation matrix of longitudinal data
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Cites work
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(8)- GEE analysis in joint mean-covariance model for longitudinal data
- Longitudinal Principal Component Analysis With an Application to Marketing Data
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- Robust estimation for the correlation matrix of multivariate longitudinal data
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
- A robust joint modeling approach for longitudinal data with informative dropouts
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