Pages that link to "Item:Q4506036"
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The following pages link to Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix (Q4506036):
Displaying 11 items.
- D‐optimal designs of mean‐covariance models for longitudinal data (Q6091684) (← links)
- Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data (Q6141717) (← links)
- jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models (Q6181892) (← links)
- Covariance Model with General Linear Structure and Divergent Parameters (Q6190754) (← links)
- The effect of the working correlation on fitting models to longitudinal data (Q6536934) (← links)
- Robust semiparametric modeling of mean and covariance in longitudinal data (Q6579475) (← links)
- Nonparametric covariance estimation with shrinkage toward stationary models (Q6601108) (← links)
- Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data (Q6628401) (← links)
- A novel robust estimation for high-dimensional precision matrices (Q6629954) (← links)
- Modelling mixed types of outcomes in additive genetic models (Q6636156) (← links)
- Hidden Markov models for multivariate panel data (Q6643214) (← links)
