Pages that link to "Item:Q959199"
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The following pages link to Multivariate distributions with correlation matrices for nonlinear repeated measurements (Q959199):
Displaying 15 items.
- Constrained test in linear models with multivariate power exponential distribution (Q333396) (← links)
- Goodness-of-fit tests for multivariate Laplace distributions (Q552077) (← links)
- Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
- Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models (Q959403) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- Fast estimation algorithm for likelihood-based analysis of repeated categorical responses (Q1010500) (← links)
- Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques (Q1019895) (← links)
- A moment method for the multivariate asymmetric Laplace distribution (Q1950778) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- On the Parameter Estimation of the Asymmetric Multivariate Laplace Distribution (Q3622063) (← links)
- A MATRIX VARIATE GENERALIZATION OF THE POWER EXPONENTIAL FAMILY OF DISTRIBUTIONS (Q4449092) (← links)
- Parameter estimates for two-way repeated measurement MANOVA based on multivariate Laplace distribution (Q5162975) (← links)
- Statistical model and inference for pharmacokinetic data (Q5219516) (← links)
- A Bayesian Test for the Mean of the Power Exponential Distribution (Q5494723) (← links)
- Double Hierarchical Generalized Linear Models (With Discussion) (Q5757822) (← links)
