Pages that link to "Item:Q5166215"
From MaRDI portal
The following pages link to Joint semiparametric mean-covariance modeling by moving average Cholesky decomposition for longitudinal data (Q5166215):
Displaying 13 items.
- Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
- GEE analysis in joint mean-covariance model for longitudinal data (Q2175604) (← links)
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
- Bayesian joint semiparametric mean-covariance modeling for longitudinal data (Q2328676) (← links)
- A robust approach to joint modeling of mean and scale covariance for longitudinal data (Q2390462) (← links)
- Joint estimation of mean-covariance model for longitudinal data with basis function approximations (Q2445806) (← links)
- Joint modeling of mean-covariance structures based on partial autocorrelation for longitudinal data (Q2992262) (← links)
- Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model (Q3100637) (← links)
- A moving average Cholesky factor model in covariance modelling for longitudinal data (Q3224221) (← links)
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation (Q4935366) (← links)
- Joint mean–covariance random effect model for longitudinal data (Q5120906) (← links)
- A Joint Modelling Approach for Longitudinal Studies (Q5379907) (← links)
- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition (Q6670794) (← links)
