Pages that link to "Item:Q391528"
From MaRDI portal
The following pages link to Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528):
Displaying 8 items.
- Bayesian monitoring of local residual autocorrelations taking into account the run-length (Q951047) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- The local structure of globalization (Q1953114) (← links)
- Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates (Q2135930) (← links)
- Joint modeling of mean-covariance structures based on partial autocorrelation for longitudinal data (Q2992262) (← links)
- Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data (Q4678887) (← links)
- Modelling correlation matrices in multivariate data, with application to reciprocity and complementarity of child-parent exchanges of support (Q6665488) (← links)
