Estimation and inference of the joint conditional distribution for multivariate longitudinal data using nonparametric copulas
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DOI: 10.1080/10485252.2017.1324966
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References listed on IDEAS
- Colin Wu & Xin Tian & Jarvis Yu, 2010. "Nonparametric estimation for time-varying transformation models with longitudinal data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(2), pages 133-147.
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Cited by:
- Stanislav Anatolyev & Vladimir Pyrlik, 2021. "Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions," CERGE-EI Working Papers wp699, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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