Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Nonparametric Estimation of Covariance Structure in Longitudinal Data - MaRDI portal

Nonparametric Estimation of Covariance Structure in Longitudinal Data

From MaRDI portal
Publication:4665974

DOI10.2307/3109751zbMath1058.62600OpenAlexW2075681335WikidataQ32060875 ScholiaQ32060875MaRDI QIDQ4665974

No author found.

Publication date: 11 April 2005

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3109751



Related Items

Robust estimation for the correlation matrix of multivariate longitudinal data, Description length and dimensionality reduction in functional data analysis, Joint generalized estimating equations for longitudinal binary 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, Assessing conditional independence for log-linear poisson models with random effects, A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data, A calibration method for non-positive definite covariance matrix in multivariate data analysis, Error variance function estimation in nonparametric regression models, GEE analysis in joint mean-covariance model for longitudinal data, Assessment of DPOAE test‐retest difference curves via hierarchical Gaussian processes, Testing diagonality of high-dimensional covariance matrix under non-normality, Shape testing in varying coefficient models, jmcm: a Python package for analyzing longitudinal data using joint mean-covariance models, Flexible estimation of serial correlation in nonlinear mixed models, A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data, Covariate-adjusted linear mixed effects model with an application to longitudinal data, Bayesian analysis of joint mean and covariance models for longitudinal data, Joint estimation of mean-covariance model for longitudinal data with basis function approximations, Nonparametric estimation of correlation functions in longitudinal and spatial data, with application to colon carcinogenesis experiments, Variance estimation in nonparametric regression via the difference sequence method, Non parametric regression analysis for longitudinal data with time-depending autoregressive error process, Structural components in functional data, Sparse estimation of large covariance matrices via a nested Lasso penalty, Enhanced diagnostics for the spatial analysis of field trials, Random effects models for HIV marker data: practical approaches with currently available software, Joint semiparametric mean-covariance model in longitudinal study, Local Estimation of Age‐Dependent Variance Components from Longitudinal Twin Data, A nonparametric test for block-diagonal covariance structure in high dimension and small samples, Parametric modelling of growth curve data: An overview. (With comments), Flexible Modelling of the Covariance Matrix in a Linear Random Effects Model, Estimation of covariance matrix via the sparse Cholesky factor with lasso, COVARIATE-ADJUSTED REGRESSION FOR LONGITUDINAL DATA INCORPORATING CORRELATION BETWEEN REPEATED MEASUREMENTS, A Note on Window Length Selection in Singular Spectrum Analysis, Regression function and noise variance tracking methods for data streams with concept drift, Robust estimation of the correlation matrix of longitudinal data, Simultaneous confidence band for stationary covariance function of dense functional data, Nonparametric Mixed Effects Models for Unequally Sampled Noisy Curves, Regression models for covariance structures in longitudinal studies, Modelling conditional covariance in the linear mixed model, Longitudinal Principal Component Analysis With an Application to Marketing Data, Bayesian modelling of the mean and covariance matrix in normal nonlinear models, Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model, A Penalized Spline Approach to Functional Mixed Effects Model Analysis, Latent Gaussian copula models for longitudinal binary data, Sparsistency and rates of convergence in large covariance matrix estimation, Bayesian joint semiparametric mean-covariance modeling for longitudinal data, Covariance matrix estimation using repeated measurements when data are incomplete