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Analysis of longitudinal data by combining multiple dynamic covariance models

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Publication:1999988
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DOI10.4310/SII.2019.V12.N3.A11zbMath1502.62064OpenAlexW4250421229WikidataQ127755849 ScholiaQ127755849MaRDI QIDQ1999988

Lin Xu, Man-Lai Tang, Zi-Qi Chen

Publication date: 27 June 2019

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2019.v12.n3.a11


zbMATH Keywords

maximum likelihoodempirical likelihoodlongitudinal data analysismodified Cholesky decompositionmultiple covariance models


Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)


Related Items (4)

Robust statistical inference for longitudinal data with nonignorable dropouts ⋮ Improved composite quantile regression and variable selection with nonignorable dropouts ⋮ Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts ⋮ Improved kth power expectile regression with nonignorable dropouts







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