Pages that link to "Item:Q5379907"

The following pages link to A Joint Modelling Approach for Longitudinal Studies (Q5379907):

Displaying 25 items.

• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
• Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522) (← links)
• ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)
• Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts (Q2042529) (← links)
• Generalized partial linear models with nonignorable dropouts (Q2075033) (← links)
• Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← links)
• Conditional generalized estimating equations of mean-variance-correlation for clustered data (Q2076146) (← links)
• Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (Q2129584) (← links)
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← 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)
• Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
• Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
• Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528) (← links)
• A novel robust approach for analysis of longitudinal data (Q2419149) (← links)
• Joint decision of pricing and ordering in stochastic demand with Nash bargaining fairness (Q2664366) (← links)
• Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study (Q2674494) (← links)
• Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
• Robust probit linear mixed models for longitudinal binary data (Q6068836) (← links)
• Bayesian estimation of correlation matrices of longitudinal data (Q6120421) (← links)
• An extension of the partially linear Rice regression model for bimodal and correlated data (Q6155660) (← links)
• A Bayesian method for multinomial probit model (Q6158367) (← links)
• Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)