On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.
type: Item
instance of: scholarly article
title: On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.
zbMATH Open document ID: 1054.62568
DOI: 10.1016/S0378-3758(98)00180-3
author: Justine Shults
author: N. Rao Chaganty
published in: Journal of Statistical Planning and Inference
publication date: 1999-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1326602
zbMATH Keywords: GEE
zbMATH Keywords: Generalized least squares
zbMATH Keywords: Longitudinal data
zbMATH Keywords: Positive definite matrix
zbMATH Keywords: Quasi-least squares
zbMATH Keywords: Repeated measures
MaRDI profile type: Publication
cites work: An alternative approach to the analysis of longitudinal data via generalized estimating equations
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cites work: A MULTIVARIATE GENERALIZATION OF TCHEBICHEV'S INEQUALITY
Wikidata QID: Q127754701
description: scientific article; zbMATH DE number 1326602