Semiparametric mean-covariance regression analysis for longitudinal data
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- Analysis of longitudinal data by combining multiple dynamic covariance models
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- Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis
- Generalized partial linear models with nonignorable dropouts
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
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- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
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- Merging multiple longitudinal studies with study-specific missing covariates: a joint estimating function approach
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- Nonparametric estimation of mean and covariance structures for longitudinal data
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- Covariance estimation: the GLM and regularization perspectives
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- Two Cholesky-log-GARCH models for multivariate volatilities
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- Robust estimation for the correlation matrix of multivariate longitudinal data
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Semiparametric methods for incomplete longitudinal count data with an application to health and retirement study
- Robust estimation of mean and covariance for longitudinal data with dropouts
- Multiple-index varying-coefficient models for longitudinal data
- Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
- Joint mean-covariance model in generalized partially linear varying coefficient models for longitudinal data
- Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function
- Local estimation for longitudinal semiparametric varying-coefficient partially linear model
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- Improved kth power expectile regression with nonignorable dropouts
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- Improved composite quantile regression and variable selection with nonignorable dropouts
- Partial linear model averaging prediction for longitudinal data
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- Robust semiparametric modeling of mean and covariance in longitudinal data
- Nonparametric covariance estimation with shrinkage toward stationary models
- Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- Longitudinal data regression analysis using semiparametric modelling
- A new algorithm for sampling parameters in a structured correlation matrix with application to estimating optimal combinations of muscles to quantify progression in Duchenne muscular dystrophy
- A flexible model for the mean and variance functions, with application to medical cost data
- Joint robust variable selection of mean and covariance model via shrinkage methods
- Retracted: ``Bayesian inference on mixed-effects location scale models with skew-\(t\) distribution and mismeasured covariates for longitudinal data
- A generalized partially linear mean-covariance regression model for longitudinal proportional data, with applications to the analysis of quality of life data from cancer clinical trials
- Improved OPG method for longitudinal single-index models
- Second-order generalized estimating equations for correlated count data
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data
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