Pages that link to "Item:Q4935366"

The following pages link to Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation (Q4935366):

Displaying 3 items.

• Anderson acceleration of the alternating projections method for computing the nearest correlation matrix (Q306368) (← links)
• Covariance structure regularization via entropy loss function (Q1623420) (← links)
• ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)