Pages that link to "Item:Q4455351"

The following pages link to Bayesian analysis of covariance matrices and dynamic models for longitudinal data (Q4455351):

Displaying 50 items.

• A fully nonparametric modeling approach to binary regression (Q273642) (← links)
• Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
• Modeling the random effects covariance matrix for generalized linear mixed models (Q434920) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
• A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects (Q746093) (← links)
• Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
• Regularization in statistics (Q882931) (← links)
• A structural mixed model to shrink covariance matrices for time-course differential gene expression studies (Q961322) (← links)
• Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging (Q985028) (← links)
• Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
• Bayesian model determination for multivariate ordinal and binary data (Q1023593) (← links)
• A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data (Q1036139) (← links)
• Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
• ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)
• Bayes factor covariance testing in item response models (Q1695737) (← links)
• A Bayesian nonparametric Markovian model for non-stationary time series (Q1703836) (← links)
• The interplay of Bayesian and frequentist analysis (Q1766315) (← links)
• A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
• Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
• Statistical modeling of longitudinal data with non-ignorable non-monotone missingness with semiparametric Bayesian and machine learning components (Q2040667) (← links)
• Bayesian variable selection for mixed effects model with shrinkage prior (Q2184407) (← links)
• Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models (Q2273159) (← links)
• A reparametrization approach for dynamic space-time models (Q2324055) (← links)
• Modeling of the ARMA random effects covariance matrix in logistic random effects models (Q2324306) (← links)
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
• Wishart distributions for decomposable covariance graph models (Q2429939) (← links)
• Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741) (← links)
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
• Generalized score test of homogeneity for mixed effects models (Q2500462) (← links)
• Structured priors for multivariate time series (Q2500641) (← links)
• Covariance matrix estimation using repeated measurements when data are incomplete (Q2570712) (← links)
• Hierarchical Bayesian modeling of random and residual variance-covariance matrices in bivariate mixed effects models (Q2786173) (← links)
• Bayesian Nonparametrics for Missing Data in Longitudinal Clinical Trials (Q2800209) (← links)
• Dynamic Conditionally Linear Mixed Models for Longitudinal Data (Q3078930) (← links)
• Dynamic empirical Bayes models and their applications to longitudinal data analysis and prediction (Q3195157) (← links)
• (Q3380784) (← links)
• Bayesian Nonparametric Modeling for Multivariate Ordinal Regression (Q3391133) (← links)
• Mixtures of Varying Coefficient Models for Longitudinal Data with Discrete or Continuous Nonignorable Dropout (Q3445323) (← links)
• Bayesian modelling of the mean and covariance matrix in normal nonlinear models (Q3638594) (← links)
• On the Long-Run Volatility of Stocks (Q4559692) (← links)
• Regression models for covariance structures in longitudinal studies (Q4970699) (← links)
• Analyzing the emergence times of permanent teeth: an example of modeling the covariance matrix with interval-censored data (Q4970724) (← links)
• Modelling conditional covariance in the linear mixed model (Q4970873) (← links)
• A semiparametric approach to simultaneous covariance estimation for bivariate sparse longitudinal data (Q4979224) (← links)
• Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors (Q5082918) (← links)
• Regression for non-Euclidean data using distance matrices (Q5130534) (← links)
• A Bayesian hierarchical model for inference across related reverse phase protein arrays experiments (Q5130545) (← links)
• Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family (Q5146051) (← links)
• Linear Inverse Problem with Range Prior on Correlations and Its Variational Bayes Inference (Q5267859) (← links)