Pages that link to "Item:Q413755"

The following pages link to Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755):

Displaying 21 items.

• A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
• Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
• Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data (Q961915) (← links)
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
• Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (Q2129584) (← links)
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
• Modelling covariance structure in bivariate marginal models for longitudinal data (Q2913856) (← links)
• Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models (Q2965547) (← links)
• Bayesian analysis of covariance matrices and dynamic models for longitudinal data (Q4455351) (← links)
• Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data (Q4639149) (← links)
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation (Q4935366) (← links)
• Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
• Estimation of covariance matrix of multivariate longitudinal data using modified Choleksky and hypersphere decompositions (Q5128775) (← links)
• Separability tests for high-dimensional, low-sample size multivariate repeated measures data (Q5130542) (← links)
• Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis (Q5155194) (← links)
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)
• Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach (Q6627941) (← links)
• Graphical models for mean and covariance of multivariate longitudinal data (Q6627998) (← links)
• Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data (Q6628401) (← links)
• Multivariate robust linear models for multivariate longitudinal data (Q6667477) (← links)