Pages that link to "Item:Q4935366"

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

Displaying 50 items.

• A Bayesian algorithm for functional mapping of dynamic complex traits (Q1662468) (← links)
• Variable selection and joint estimation of mean and covariance models with an application to eQTL data (Q1734403) (← links)
• Efficient Bayesian regularization for graphical model selection (Q1738143) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
• Bayesian geoadditive seemingly unrelated regression (Q1887221) (← links)
• A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
• Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
• Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
• An alternative REML estimation of covariance matrices in linear mixed models (Q1950752) (← links)
• Efficient estimation of longitudinal data additive varying coefficient regression models (Q2013055) (← links)
• Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
• Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← 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)
• Bayesian estimation of constrained mean-covariance of normal distributions (Q2112272) (← links)
• Optimal designs for mean-covariance models with missing observations (Q2123257) (← links)
• Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (Q2129584) (← links)
• Bayesian cumulative logit random effects models with ARMA random effects covariance matrix (Q2131882) (← links)
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
• Nonparametric matrix regression function estimation over symmetric positive definite matrices (Q2132023) (← links)
• Mixture regression for longitudinal data based on joint mean-covariance model (Q2140854) (← links)
• Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
• Nested covariance functions on graphs with Euclidean edges cross time (Q2168083) (← 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)
• Estimation and inference for precision matrices of nonstationary time series (Q2215745) (← links)
• A robust joint modeling approach for longitudinal data with informative dropouts (Q2228227) (← links)
• Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883) (← links)
• Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
• Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
• A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← 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)
• Predicting paleoclimate from compositional data using multivariate Gaussian process inverse prediction (Q2291528) (← links)
• Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
• Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804) (← links)
• Bayesian estimation of large precision matrix based on Cholesky decomposition (Q2311706) (← links)
• Subject-wise empirical likelihood inference for robust joint mean-covariance model with longitudinal data (Q2314053) (← links)
• Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models (Q2315946) (← links)
• A trivariate additive regression model with arbitrary link functions and varying correlation matrix (Q2317255) (← links)
• A reparametrization approach for dynamic space-time models (Q2324055) (← links)
• Modeling of the ARMA random effects covariance matrix in logistic random effects models (Q2324306) (← links)
• Bayesian joint semiparametric mean-covariance modeling for longitudinal data (Q2328676) (← links)
• Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← links)
• Minimaxity in estimation of restricted and non-restricted scale parameter matrices (Q2352447) (← links)
• A robust approach to joint modeling of mean and scale covariance for longitudinal data (Q2390462) (← links)
• A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127) (← links)
• Estimation and model identification of longitudinal data time-varying nonparametric models (Q2400821) (← links)
• Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)