Pages that link to "Item:Q2813926"
From MaRDI portal
The following pages link to Modelling of covariance structures in generalised estimating equations for longitudinal data (Q2813926):
Displaying 50 items.
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
- Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
- Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
- Covariance structure regularization via Frobenius-norm discrepancy (Q501226) (← links)
- Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
- Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
- Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
- Second-order generalized estimating equations for correlated count data (Q736660) (← links)
- Random effects selection in generalized linear mixed models via shrinkage penalty function (Q746316) (← links)
- Joint generalized estimating equations for longitudinal binary data (Q829746) (← links)
- Covariance structure regularization via entropy loss function (Q1623420) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- Variable selection and joint estimation of mean and covariance models with an application to eQTL data (Q1734403) (← links)
- Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
- Conditional generalized estimating equations of mean-variance-correlation for clustered data (Q2076146) (← links)
- Latent Gaussian copula models for longitudinal binary data (Q2078580) (← links)
- Optimal designs for mean-covariance models with missing observations (Q2123257) (← links)
- Mixture regression for longitudinal data based on joint mean-covariance model (Q2140854) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- GEE analysis in joint mean-covariance model for longitudinal data (Q2175604) (← links)
- A joint mean-correlation modeling approach for longitudinal zero-inflated count data (Q2180256) (← links)
- A robust joint modeling approach for longitudinal data with informative dropouts (Q2228227) (← links)
- Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models (Q2315946) (← links)
- A semiparametric mixture regression model for longitudinal data (Q2321977) (← links)
- Bayesian joint semiparametric mean-covariance modeling for longitudinal data (Q2328676) (← links)
- Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← links)
- Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← links)
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528) (← links)
- A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data (Q2441146) (← links)
- A new local estimation method for single index models for longitudinal data (Q2832021) (← links)
- Nonparametric estimation of mean and covariance structures for longitudinal data (Q2870709) (← links)
- Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models (Q2965547) (← links)
- Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model (Q3100637) (← links)
- Improving variance function estimation in semiparametric longitudinal data analysis (Q3108009) (← links)
- A profile likelihood approach for longitudinal data analysis (Q3119827) (← links)
- Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data (Q4639149) (← links)
- Regression models for covariance structures in longitudinal studies (Q4970699) (← links)
- Variable selection in joint modelling of the mean and variance for hierarchical data (Q4971402) (← links)
- Robust estimation of mean and covariance for longitudinal data with dropouts (Q5130240) (← links)
- Bayesian analysis of joint mean and covariance models for longitudinal data (Q5130547) (← links)
- Multiple-index varying-coefficient models for longitudinal data (Q5138681) (← links)
