Pages that link to "Item:Q4506036"

The following pages link to Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix (Q4506036):

Displaying 50 items.

• Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
• Multilevel modeling of insurance claims using copulas (Q312930) (← links)
• Positive definite maximum likelihood covariance estimators (Q375043) (← links)
• Robust estimation in joint mean-covariance regression model for longitudinal data (Q379981) (← links)
• Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
• Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755) (← links)
• Modeling the random effects covariance matrix for generalized linear mixed models (Q434920) (← links)
• Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
• Individual-specific, sparse inverse covariance estimation in generalized estimating equations (Q504468) (← links)
• Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
• Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
• Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data (Q622452) (← links)
• Computation of reference Bayesian inference for variance components in longitudinal studies (Q626239) (← links)
• A cautionary note on generalized linear models for covariance of unbalanced longitudinal data (Q651076) (← links)
• Cholesky-GARCH models with applications to finance (Q693317) (← links)
• Covariance selection and multivariate dependence (Q765841) (← links)
• Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data (Q871018) (← links)
• Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
• Covariance chains (Q882884) (← links)
• Regularization in statistics (Q882931) (← links)
• Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
• A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression (Q1062385) (← links)
• Second-order covariance matrix of maximum likelihood estimates in generalized linear models. (Q1423028) (← links)
• Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models (Q1623700) (← links)
• Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data (Q1627568) (← links)
• ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
• Modelling the covariance structure in marginal multivariate count models: hunting in Bioko Island (Q1695256) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• Generalized maximum-likelihood estimation of variance-covariance components with non-infor\-mative prior. (Q1862590) (← links)
• Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
• An alternative REML estimation of covariance matrices in linear mixed models (Q1950752) (← links)
• Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
• \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models (Q2048127) (← links)
• Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
• Estimation of semi-varying coefficient models for longitudinal data with irregular error structure (Q2076102) (← links)
• Optimal designs for mean-covariance models with missing observations (Q2123257) (← links)
• Bayesian cumulative logit random effects models with ARMA random effects covariance matrix (Q2131882) (← links)
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
• Nonparametric matrix regression function estimation over symmetric positive definite matrices (Q2132023) (← links)
• Mixture regression for longitudinal data based on joint mean-covariance model (Q2140854) (← links)
• Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
• GEE analysis in joint mean-covariance model for longitudinal data (Q2175604) (← links)
• A joint mean-correlation modeling approach for longitudinal zero-inflated count data (Q2180256) (← links)
• A robust joint modeling approach for longitudinal data with informative dropouts (Q2228227) (← links)
• Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
• Kriging a soil variable with a simple nonstationary variance model (Q2260093) (← links)
• Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)