Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data
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Publication:4639149
DOI10.1080/02331888.2017.1341520zbMath1390.62101OpenAlexW2728948538MaRDI QIDQ4639149
Jing Lv, Xiaolin Pan, Chaohui Guo, Yuan-yuan Hao, Ting-Ting Li
Publication date: 3 May 2018
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2017.1341520
robustnesscovariance matrixgeneralized estimating equationsmodified Cholesky decompositionbivariate longitudinal data
Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (3)
Robust estimation for the correlation matrix of multivariate longitudinal data ⋮ Triangular angles parameterization for the correlation matrix of bivariate longitudinal data ⋮ Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
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