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Article: Robust estimation in joint mean–covariance regression model for longitudinal data

TitleRobust estimation in joint mean–covariance regression model for longitudinal data
Authors
ZHENG, XFung, TWKZhu, Z
KeywordsCovariance matrix
Generalized estimating equation
Longitudinal data
Modified Cholesky decomposition
Robustness
Issue Date2013
PublisherSpringer.
Citation
Annals of the Institute of Statistical Mathematics, 2013, v. 65 n. 4, p. 617-638 How to Cite?
DOI: http://dx.doi.org/10.1007/s10463-012-0383-8
Persistent Identifierhttp://hdl.handle.net/10722/199238
ISSN
0020-3157
2021 Impact Factor: 1.180
2020 SCImago Journal Rankings: 0.650
ISI Accession Number ID
WOS:000322386500001

 

DC FieldValueLanguage
dc.contributor.authorZHENG, Xen_US
dc.contributor.authorFung, TWKen_US
dc.contributor.authorZhu, Zen_US
dc.date.accessioned2014-07-22T01:09:56Z-
dc.date.available2014-07-22T01:09:56Z-
dc.date.issued2013en_US
dc.identifier.citationAnnals of the Institute of Statistical Mathematics, 2013, v. 65 n. 4, p. 617-638en_US
dc.identifier.issn0020-3157-
dc.identifier.urihttp://hdl.handle.net/10722/199238-
dc.languageengen_US
dc.publisherSpringer.en_US
dc.relation.ispartofAnnals of the Institute of Statistical Mathematicsen_US
dc.rightsThe original publication is available at www.springerlink.comen_US
dc.subjectCovariance matrix-
dc.subjectGeneralized estimating equation-
dc.subjectLongitudinal data-
dc.subjectModified Cholesky decomposition-
dc.subjectRobustness-
dc.titleRobust estimation in joint mean–covariance regression model for longitudinal dataen_US
dc.typeArticleen_US
dc.identifier.emailFung, TWK: wingfung@hku.hken_US
dc.identifier.authorityFung, TWK=rp00696en_US
dc.identifier.doi10.1007/s10463-012-0383-8en_US
dc.identifier.scopuseid_2-s2.0-84881129263-
dc.identifier.hkuros231269en_US
dc.identifier.volume65en_US
dc.identifier.issue4en_US
dc.identifier.spage617en_US
dc.identifier.epage638en_US
dc.identifier.eissn1572-9052-
dc.identifier.isiWOS:000322386500001-
dc.identifier.issnl0020-3157-

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