Pages that link to "Item:Q4455407"
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The following pages link to On modelling mean-covariance structures in longitudinal studies (Q4455407):
Displaying 50 items.
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
- Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755) (← links)
- Modeling the random effects covariance matrix for generalized linear mixed models (Q434920) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Covariance structure regularization via Frobenius-norm discrepancy (Q501226) (← links)
- Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data (Q622452) (← links)
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
- Modifications of REML algorithm for HGLMs (Q693328) (← links)
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- Covariance structure regularization via entropy loss function (Q1623420) (← links)
- Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models (Q1623700) (← links)
- ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- An alternative REML estimation of covariance matrices in linear mixed models (Q1950752) (← links)
- Robust fitting for generalized additive models for location, scale and shape (Q2029094) (← links)
- Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis (Q2057848) (← links)
- The XGTDL family of survival distributions (Q2068970) (← links)
- Conditional generalized estimating equations of mean-variance-correlation for clustered data (Q2076146) (← 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)
- Nested covariance functions on graphs with Euclidean edges cross time (Q2168083) (← 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)
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
- Modeling of the ARMA random effects covariance matrix in logistic random effects models (Q2324306) (← links)
- A robust approach to joint modeling of mean and scale covariance for longitudinal data (Q2390462) (← links)
- Semiparametric Bayesian inference for mean-covariance regression models (Q2403991) (← links)
- Some recent work on multivariate Gaussian Markov random fields (Q2414872) (← 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)
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection (Q2445789) (← links)
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations (Q2445806) (← links)
- Model-based clustering (Q2628064) (← links)
- Modeling of covariance structures of random effects and random errors in linear mixed models (Q2815942) (← links)
- A new local estimation method for single index models for longitudinal data (Q2832021) (← links)
- Restricted maximum likelihood estimation of joint mean-covariance models (Q2856536) (← 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)
- A Bayesian approach of analysing semi-continuous longitudinal data with monotone missingness (Q3386461) (← links)
- An overview of methods for interval-censored data with an emphasis on applications in dentistry (Q3409791) (← links)
- Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach (Q3551037) (← links)
- On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data (Q3552937) (← links)
- Model‐based clustering of longitudinal data (Q3561489) (← links)
- Bayesian modelling of the mean and covariance matrix in normal nonlinear models (Q3638594) (← links)
