Pages that link to "Item:Q1658183"

The following pages link to Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers (Q1658183):

Displaying 22 items.

• Model-based clustering for longitudinal data (Q1023471) (← links)
• 2nd special issue on robust analysis of complex data (Q1658176) (← links)
• Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions (Q1727862) (← links)
• Least squares moment identification of binary regression mixture models (Q2036315) (← links)
• Multivariate hidden Markov regression models: random covariates and heavy-tailed distributions (Q2065291) (← links)
• Co-clustering of time-dependent data via the shape invariant model (Q2075733) (← links)
• Extending finite mixtures of \(t\) linear mixed-effects models with concomitant covariates (Q2189590) (← links)
• Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values (Q2273150) (← links)
• Mixtures of multivariate contaminated normal regression models (Q2306894) (← links)
• Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model (Q2403302) (← links)
• Multivariate functional data modeling with time-varying clustering (Q2666063) (← links)
• Time-varying clustering of multivariate longitudinal observations (Q2807691) (← links)
• Identifying latent clusters of variability in longitudinal data (Q2838992) (← links)
• Model-based longitudinal clustering with varying cluster assignments (Q3465102) (← links)
• Model‐based clustering of longitudinal data (Q3561489) (← links)
• Multiple scaled contaminated normal distribution and its application in clustering (Q5006013) (← links)
• Fitting insurance and economic data with outliers: a flexible approach based on finite mixtures of contaminated gamma distributions (Q5036367) (← links)
• A new look at the inverse Gaussian distribution with applications to insurance and economic data (Q5036583) (← links)
• Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies (Q6088634) (← links)
• Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling (Q6125003) (← links)
• Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
• Matrix-variate hidden Markov regression models: fixed and random covariates (Q6657923) (← links)