Pages that link to "Item:Q4665974"

The following pages link to Nonparametric Estimation of Covariance Structure in Longitudinal Data (Q4665974):

Displaying 50 items.

• Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
• Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
• Joint generalized estimating equations for longitudinal binary data (Q829746) (← links)
• Structural components in functional data (Q961805) (← links)
• Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
• Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
• Multivariate nonparametric methods based on information theory for the analysis of longitudinal categorical data (Q1283299) (← links)
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
• Shape testing in varying coefficient models (Q1694375) (← links)
• Regression function and noise variance tracking methods for data streams with concept drift (Q1797885) (← links)
• Latent Gaussian copula models for longitudinal binary data (Q2078580) (← links)
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← 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)
• Enhanced diagnostics for the spatial analysis of field trials (Q2260104) (← links)
• A nonparametric test for block-diagonal covariance structure in high dimension and small samples (Q2274963) (← links)
• Simultaneous confidence band for stationary covariance function of dense functional data (Q2293548) (← links)
• Bayesian joint semiparametric mean-covariance modeling for longitudinal data (Q2328676) (← links)
• Description length and dimensionality reduction in functional data analysis (Q2361186) (← links)
• A calibration method for non-positive definite covariance matrix in multivariate data analysis (Q2397127) (← links)
• A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data (Q2441146) (← links)
• Joint estimation of mean-covariance model for longitudinal data with basis function approximations (Q2445806) (← links)
• Nonparametric estimation of correlation functions in longitudinal and spatial data, with application to colon carcinogenesis experiments (Q2456014) (← links)
• Variance estimation in nonparametric regression via the difference sequence method (Q2466688) (← links)
• Estimation of the covariance matrix of random effects in longitudinal studies (Q2473081) (← links)
• Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
• Covariance matrix estimation using repeated measurements when data are incomplete (Q2570712) (← links)
• Covariate-adjusted regression for longitudinal data incorporating correlation between repeated measurements (Q2802739) (← links)
• A note on window length selection in singular spectrum analysis (Q2802834) (← links)
• Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves (Q3078720) (← links)
• Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model (Q3100637) (← links)
• A Penalized Spline Approach to Functional Mixed Effects Model Analysis (Q3100786) (← links)
• Longitudinal Principal Component Analysis With an Application to Marketing Data (Q3391432) (← links)
• Covariate-adjusted linear mixed effects model with an application to longitudinal data (Q3529836) (← links)
• Bayesian modelling of the mean and covariance matrix in normal nonlinear models (Q3638594) (← links)
• (Q4468692) (← links)
• Flexible Modelling of the Covariance Matrix in a Linear Random Effects Model (Q4525981) (← links)
• Assessing conditional independence for log-linear poisson models with random effects (Q4550617) (← links)
• Semiparametric statistical inferences for longitudinal data with nonparametric covariance modelling (Q4600811) (← links)
• Local Estimation of Age‐Dependent Variance Components from Longitudinal Twin Data (Q4667479) (← links)
• Regression models for covariance structures in longitudinal studies (Q4970699) (← links)
• Modelling conditional covariance in the linear mixed model (Q4970873) (← links)
• Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
• Error variance function estimation in nonparametric regression models (Q5084932) (← links)
• Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data (Q5094257) (← links)
• Testing diagonality of high-dimensional covariance matrix under non-normality (Q5106997) (← links)
• Flexible estimation of serial correlation in nonlinear mixed models (Q5123581) (← links)
• Bayesian analysis of joint mean and covariance models for longitudinal data (Q5130547) (← links)
• Non parametric regression analysis for longitudinal data with time-depending autoregressive error process (Q5154096) (← links)
• Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function (Q5307663) (← links)