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Theory and Methods

Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data

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Pages 181-193 | Received 01 Sep 2008, Published online: 01 Jan 2012

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Fei Lu. (2023) Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data. Communications in Statistics - Simulation and Computation 52:10, pages 5110-5123.
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Fei Lu, Liugen Xue & Yuping Hu. (2020) Robust estimation for the correlation matrix of multivariate longitudinal data. Journal of Statistical Computation and Simulation 90:13, pages 2473-2496.
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Hongmei Lin, Wenchao Xu, Riquan Zhang, Jianhong Shi & Yuedong Wang. (2017) Multiple-index varying-coefficient models for longitudinal data. Journal of Applied Statistics 44:11, pages 1960-1978.
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Hongmei Lin, Riquan Zhang, Jianhong Shi, Jicai Liu & Yanghui Liu. (2016) A new local estimation method for single index models for longitudinal data. Journal of Nonparametric Statistics 28:3, pages 644-658.
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Guoyou Qin, Jie Mao & Zhongyi Zhu. (2016) Joint mean–covariance model in generalized partially linear varying coefficient models for longitudinal data. Journal of Statistical Computation and Simulation 86:6, pages 1166-1182.
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Guoyou Qin & Zhongyi Zhu. (2015) Robust estimation of mean and covariance for longitudinal data with dropouts. Journal of Applied Statistics 42:6, pages 1240-1254.
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Lin Xu, Sijia Xiang & Weixin Yao. (2019) Robust maximum -likelihood estimation of joint mean–covariance models for longitudinal data . Journal of Multivariate Analysis 171, pages 397-411.
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Yu-ling Li, Wei Gao, Man-Lai Tang & Shu-rong Zheng. (2019) Two-step Estimation for Longitudinal Data When the Working Correlation Matrix is a Linear Combination of Some Known Matrices. Acta Mathematicae Applicatae Sinica, English Series 35:2, pages 264-273.
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Tao Lu. (2017) Retracted: Bayesian inference on mixed-effects location scale models with skew-t distribution and mismeasured covariates for longitudinal data. Statistics in Medicine 36:16, pages 2614-2629.
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