References in zbMATH (referenced in 12 articles )

Showing results 1 to 12 of 12.
Sorted by year (citations)

  1. Zhao, Yi; Caffo, Brian; Luo, Xi: Principal regression for high dimensional covariance matrices (2021)
  2. Kinson, Christopher; Tang, Xiwei; Zuo, Zhen; Qu, Annie: Longitudinal principal component analysis with an application to marketing data (2020)
  3. Risser, Mark D.; Turek, Daniel: Bayesian inference for high-dimensional nonstationary Gaussian processes (2020)
  4. Sarkar, Abhra; Pati, Debdeep; Chakraborty, Antik; Mallick, Bani K.; Carroll, Raymond J.: Bayesian semiparametric multivariate density deconvolution (2018)
  5. Lee, Keunbaik; Baek, Changryong; Daniels, Michael J.: ARMA Cholesky factor models for the covariance matrix of linear models (2017)
  6. Mark O’Connell, Catherine B. Hurley, Katarina Domijan: Conditional Visualization for Statistical Models: An Introduction to the condvis Package in R (2016) arXiv
  7. Zhang, Lin; Sarkar, Abhra; Mallick, Bani K.: Bayesian sparse covariance decomposition with a graphical structure (2016)
  8. Fox, Emily B.; Dunson, David B.: Bayesian nonparametric covariance regression (2015)
  9. Valcarcel Salamanca, Beatriz; Ebbels, Timothy M. D.; De Iorio, Maria: Variance and covariance heterogeneity analysis for detection of metabolites associated with cadmium exposure (2014)
  10. Wang, Y.; Daniels, M. J.: Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (2013)
  11. Hoff, Peter D.; Niu, Xiaoyue: A covariance regression model (2012)
  12. Pourahmadi, Mohsen: Covariance estimation: the GLM and regularization perspectives (2011)