Pages that link to "Item:Q5414025"
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The following pages link to Semiparametric Estimation of Covariance Matrixes for Longitudinal Data (Q5414025):
Displayed 42 items.
- Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Estimation with improved efficiency in semi-parametric linear longitudinal models (Q462156) (← links)
- Semi-parametric models for negative binomial panel data (Q505488) (← links)
- Effective identification and estimation for the semiparametric measurement error model (Q508097) (← links)
- Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Difference based ridge and Liu type estimators in semiparametric regression models (Q764485) (← links)
- A semiparametric model for cluster data (Q834344) (← links)
- Marginal longitudinal semiparametric regression via penalized splines (Q984018) (← links)
- Subject-wise empirical likelihood inference in partial linear models for longitudinal data (Q1654234) (← links)
- Estimation and model selection in a class of semiparametric models for cluster data (Q1926004) (← links)
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
- Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis (Q2057848) (← links)
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← links)
- Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data (Q2192307) (← links)
- A robust joint modeling approach for longitudinal data with informative dropouts (Q2228227) (← links)
- A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← links)
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models (Q2315946) (← links)
- Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices (Q2316291) (← links)
- Inferences with generalized partially linear single-index models for longitudinal data (Q2317281) (← links)
- Nonparametric estimation of conditional distribution functions and rank-tracking probabilities with longitudinal data (Q2320837) (← links)
- Estimation and inference on the joint conditional distribution for bivariate longitudinal data using Gaussian copula (Q2398405) (← 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)
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations (Q2445806) (← links)
- Semiparametric GEE analysis in partially linear single-index models for longitudinal data (Q2515493) (← links)
- Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models (Q2817315) (← links)
- Nonparametric estimation of mean and covariance structures for longitudinal data (Q2870709) (← links)
- Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis (Q2932767) (← 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)
- Longitudinal Principal Component Analysis With an Application to Marketing Data (Q3391432) (← links)
- Efficient estimation in partially linear single‐index models for longitudinal data (Q4629275) (← links)
- Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data (Q4975625) (← links)
- Optimal model averaging estimation for correlation structure in generalized estimating equations (Q5085950) (← links)
- Non parametric regression analysis for longitudinal data with time-depending autoregressive error process (Q5154096) (← links)
- Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data (Q5222400) (← links)
- Hierarchical time-varying mixed-effects models in high-dimensional time series and longitudinal data studies (Q5228598) (← links)
- Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function (Q5240635) (← links)
- Mean and Covariance Estimation for Functional Snippets (Q5881089) (← links)