Pages that link to "Item:Q2146464"
From MaRDI portal
The following pages link to Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464):
Displaying 3 items.
- Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture (Q6079952) (← links)
- Multivariate ordinal regression for multiple repeated measurements (Q6626677) (← links)
- Multivariate robust linear models for multivariate longitudinal data (Q6667477) (← links)
