Pages that link to "Item:Q3079100"
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The following pages link to Variances Are Not Always Nuisance Parameters (Q3079100):
Displaying 27 items.
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis (Q278635) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- Robust estimation of covariance parameters in partial linear model for longitudinal data (Q958813) (← links)
- Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data (Q1952046) (← links)
- Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances (Q2318818) (← links)
- Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging (Q2348196) (← links)
- Comparing variances and other measures of dispersion (Q2503949) (← links)
- Improving variance function estimation in semiparametric longitudinal data analysis (Q3108009) (← links)
- FPCA-based method to select optimal sampling schedules that capture between-subject variability in longitudinal studies (Q3119828) (← links)
- Marginalized Binary Mixed-Effects Models with Covariate-Dependent Random Effects and Likelihood Inference (Q3445327) (← links)
- Prediction in Multilevel Logistic Regression (Q3589990) (← links)
- Robustified Maximum Likelihood Estimation in Generalized Partial Linear Mixed Model for Longitudinal Data (Q3623739) (← links)
- Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes (Q5056962) (← links)
- (Q5405187) (← links)
- A Modified Pseudolikelihood Approach for Analysis of Longitudinal Data (Q5434893) (← links)
- Seemingly Unrelated Measurement Error Models, with Application to Nutritional Epidemiology (Q5473209) (← links)
- Estimator and Tests for Common Coefficients of Variation in Normal Distributions (Q5495192) (← links)
- Change point analysis of functional variance function with stationary error (Q6536695) (← links)
- A conversation with Raymond J. Carroll (Q6579156) (← links)
- Fast estimation of mixed-effects location-scale regression models (Q6617498) (← links)
