Pages that link to "Item:Q2344387"
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The following pages link to Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387):
Displaying 19 items.
- Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data (Q1654266) (← links)
- Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
- Efficient estimation of longitudinal data additive varying coefficient regression models (Q2013055) (← links)
- Efficient estimation for varying-coefficient mixed effects models with functional response data (Q2036309) (← links)
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← 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)
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models (Q2315946) (← links)
- Quantile estimations via modified Cholesky decomposition for longitudinal single-index models (Q2330530) (← 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)
- Variability explained by covariates in linear mixed-effect models for longitudinal data (Q3589851) (← links)
- Large sample properties and confidence bands for component-wise varying-coefficient regression with longitudinal dependent variable (Q4548230) (← links)
- Conditional mix-GEE models for longitudinal data with unspecified random-effects distributions (Q4634805) (← links)
- Local estimation for varying-coefficient models with longitudinal data (Q5368789) (← links)
- WiSER: Robust and scalable estimation and inference of within‐subject variances from intensive longitudinal data (Q6055675) (← links)
- Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data (Q6141717) (← links)
