Unconstrained models for the covariance structure of multivariate longitudinal data
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Cites work
- scientific article; zbMATH DE number 3729307 (Why is no real title available?)
- scientific article; zbMATH DE number 1077338 (Why is no real title available?)
- scientific article; zbMATH DE number 863796 (Why is no real title available?)
- An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
- Analysis of multivariate longitudinal data using quasi-least squares
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
- Ante-dependence Analysis of an Ordered Set of Variables
- Estimating and testing a structured covariance matrix for three-level multivariate data
- General class of covariance structures for two or more repeated factors in longitudinal data analysis
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- MANOVA in the multivariate components of variance model
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
- Multivariate analysis with an autoregressive covariance model
- On modelling mean-covariance structures in longitudinal studies
- Regression models for covariance structures in longitudinal studies
- Scheffés mixed model for multivariate repeated measures:a relative efficiency evaluation
- The Matrix-Logarithmic Covariance Model
- The likelihood ratio test for a separable covariance matrix
Cited in
(22)- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
- Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis
- Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach
- Graphical models for mean and covariance of multivariate longitudinal data
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Separability tests for high-dimensional, low-sample size multivariate repeated measures data
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
- Bayesian analysis of covariance matrices and dynamic models for longitudinal data
- Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- Modelling covariance structure in bivariate marginal models for longitudinal data
- Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
- Graphical Diagnostics for Modeling Unstructured Covariance Matrices
- A cautionary note on generalized linear models for covariance of unbalanced longitudinal data
- Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
- Robust estimation for the correlation matrix of multivariate longitudinal data
- Multivariate robust linear models for multivariate longitudinal data
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data
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