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.

• Bayesian Instrumental Variables: Priors and Likelihoods (Q5080439) (← links)
• Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors (Q5082918) (← links)
• Statistical estimation and comparison of group-specific bivariate correlation coefficients in family-type clustered studies (Q5092995) (← links)
• An improved modified cholesky decomposition approach for precision matrix estimation (Q5107717) (← links)
• Modeling attendance at Spanish professional football league (Q5124838) (← 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)
• Multiple-index varying-coefficient models for longitudinal data (Q5138681) (← links)
• Double shrinkage estimators for large sparse covariance matrices (Q5220803) (← links)
• Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data (Q5222400) (← 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)
• Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)
• Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci (Q5850955) (← links)
• Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
• A note on limiting distribution of the sample auto-covariance function for the first-order autoregressive (AR(1)) model (Q5864793) (← links)
• Regressograms and Mean-Covariance Models for Incomplete Longitudinal Data (Q5876895) (← links)
• Cholesky-based model averaging for covariance matrix estimation (Q5880164) (← links)
• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)
• Parametric modelling of growth curve data: An overview. (With comments) (Q5952294) (← links)
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)
• Bayesian estimation for longitudinal data in a joint model with HPCs (Q6044813) (← links)
• Covariance prediction via convex optimization (Q6050386) (← links)
• On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
• On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
• A new approach for ultrahigh-dimensional covariance matrix estimation (Q6067019) (← links)
• Structural factor equation models for causal network construction via directed acyclic mixed graphs (Q6074501) (← links)
• Covariate‐based cepstral parameterizations for time‐varying spatial error covariances (Q6090018) (← links)
• D‐optimal designs of mean‐covariance models for longitudinal data (Q6091684) (← links)
• Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation (Q6115549) (← links)
• Bayesian estimation of correlation matrices of longitudinal data (Q6120421) (← links)
• Scalable Bayesian high-dimensional local dependence learning (Q6122014) (← links)
• Bayes linear Bayes networks with an application to prognostic indices (Q6122030) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
• Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data (Q6141717) (← links)
• Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)
• jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models (Q6181892) (← links)
• Sparse covariance matrix estimation for ultrahigh dimensional data (Q6543937) (← links)
• A new approach for ultrahigh dimensional precision matrix estimation (Q6556783) (← links)
• An adaptive factorized Nyström preconditioner for regularized kernel matrices (Q6575352) (← links)
• Robust semiparametric modeling of mean and covariance in longitudinal data (Q6579475) (← links)
• Discussion of: ``Specifying prior distributions in reliability applications'' -- Applications for Bayesian estimation software design (Q6581561) (← links)
• Statistical inference of multi-state transition model for longitudinal data with measurement error and heterogeneity (Q6597457) (← links)
• Nonparametric covariance estimation with shrinkage toward stationary models (Q6601108) (← links)
• Multivariate probit linear mixed models for multivariate longitudinal binary data (Q6618443) (← links)
• Permutation and Grouping Methods for Sharpening Gaussian Process Approximations (Q6622448) (← links)
• A nonstationary and non-Gaussian moving average model for solar irradiance (Q6626435) (← links)
• A combined multilevel factor analysis and covariance regression model with mixed effects in the mean and variance structure (Q6626834) (← links)
• A Bayesian hierarchical sparse factor model for estimating simultaneous covariance matrices for gestational outcomes in consecutive pregnancies (Q6626860) (← links)
• A longitudinal Bayesian mixed effects model with hurdle Conway-Maxwell-Poisson distribution (Q6627663) (← links)