Pages that link to "Item:Q4506036"

The following pages link to Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix (Q4506036):

Displaying 50 items.

• Predicting paleoclimate from compositional data using multivariate Gaussian process inverse prediction (Q2291528) (← links)
• Ultrahigh dimensional precision matrix estimation via refitted cross validation (Q2295804) (← links)
• Bayesian estimation of large precision matrix based on Cholesky decomposition (Q2311706) (← 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)
• 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)
• A robust approach to joint modeling of mean and scale covariance for longitudinal data (Q2390462) (← links)
• Estimation and model identification of longitudinal data time-varying nonparametric models (Q2400821) (← links)
• Some recent work on multivariate Gaussian Markov random fields (Q2414872) (← 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)
• Covariance matrix estimation using repeated measurements when data are incomplete (Q2570712) (← links)
• Model-based clustering (Q2628064) (← links)
• Maximum likelihood degree of the two-dimensional linear Gaussian covariance model (Q2659089) (← links)
• Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression (Q2665004) (← links)
• Modeling of covariance structures of random effects and random errors in linear mixed models (Q2815942) (← links)
• Restricted maximum likelihood estimation of joint mean-covariance models (Q2856536) (← links)
• Dynamic Conditionally Linear Mixed Models for Longitudinal Data (Q3078930) (← links)
• Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model (Q3100637) (← links)
• A profile likelihood approach for longitudinal data analysis (Q3119827) (← links)
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors (Q3155259) (← links)
• A Bayesian approach of analysing semi-continuous longitudinal data with monotone missingness (Q3386461) (← links)
• Estimation of a covariance matrix with zeros (Q3512689) (← links)
• On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data (Q3552937) (← links)
• Model‐based clustering of longitudinal data (Q3561489) (← links)
• Modelling Sparse Generalized Longitudinal Observations with Latent Gaussian Processes (Q3631468) (← links)
• Bayesian modelling of the mean and covariance matrix in normal nonlinear models (Q3638594) (← links)
• Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness (Q3709658) (← links)
• A covariance matrix that accounts for different degrees of extraneous variation in multinomial responses (Q4266852) (← links)
• Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data (Q4678887) (← links)
• Regression models for covariance structures in longitudinal studies (Q4970699) (← links)
• Modelling conditional covariance in the linear mixed model (Q4970873) (← links)
• Variable selection in joint modelling of the mean and variance for hierarchical data (Q4971402) (← links)
• Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
• Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach (Q5012345) (← links)
• Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
• Modelling multiple outcomes in repeated measures studies: Comparing aesthetic eyelid surgery techniques (Q5070494) (← links)
• (Q5128079) (← links)
• Robust estimation of mean and covariance for longitudinal data with dropouts (Q5130240) (← links)
• Bayesian analysis of joint mean and covariance models for longitudinal data (Q5130547) (← links)
• Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data (Q5222400) (← links)
• Maximum Likelihood Estimation for Linear Gaussian Covariance Models (Q5364909) (← links)
• Estimated Estimating Equations: Semiparametric Inference for Clustered and Longitudinal Data (Q5473053) (← links)
• A Comparison of REML and Covariance Adjustment Method in the Estimation of Growth Curve Models (Q5495070) (← links)
• Double Hierarchical Generalized Linear Models (With Discussion) (Q5757822) (← links)
• Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci (Q5850955) (← links)
• Covariance prediction via convex optimization (Q6050386) (← links)