Modeling covariance matrices via partial autocorrelations (Q1036800): Difference between revisions

@@ Property / author @@
-Michael J. Daniels
@@ Property / author: Michael J. Daniels / rank @@
-Normal rank
@@ Property / author @@
-Mohsen Pourahmadi
@@ Property / author: Mohsen Pourahmadi / rank @@
-Normal rank
@@ Property / Wikidata QID @@
+Q42562458
@@ Property / Wikidata QID: Q42562458 / rank @@
+Normal rank
@@ Property / author @@
+Michael J. Daniels
@@ Property / author: Michael J. Daniels / rank @@
+Normal rank
@@ Property / author @@
+Mohsen Pourahmadi
@@ Property / author: Mohsen Pourahmadi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2066315347
@@ Property / OpenAlex ID: W2066315347 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4525819
@@ Property / cites work: Q4525819 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of a covariance matrix using the reference prior
+Normal rank
@@ Property / cites work @@
+Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
+Normal rank
@@ Property / cites work @@
+Efficient estimation of covariance selection models
+Normal rank
@@ Property / cites work @@
+Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
+Normal rank
@@ Property / cites work @@
+The Matrix-Logarithmic Covariance Model
@@ Property / cites work: The Matrix-Logarithmic Covariance Model / rank @@
+Normal rank
@@ Property / cites work @@
+Q4862306
@@ Property / cites work: Q4862306 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2754859
@@ Property / cites work: Q2754859 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of multivariate probit models
@@ Property / cites work: Analysis of multivariate probit models / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Bayesian inference for Gaussian copula regression models
+Normal rank
@@ Property / cites work @@
+Q3998435
@@ Property / cites work: Q3998435 / rank @@
+Normal rank
@@ Property / cites work @@
+Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
+Normal rank
@@ Property / cites work @@
+Q5792707
@@ Property / cites work: Q5792707 / rank @@
+Normal rank
@@ Property / cites work @@
+THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS
+Normal rank
@@ Property / cites work @@
+On the parametrization of autoregressive models by partial autocorrelations
+Normal rank
@@ Property / cites work @@
+Characterization of the partial autocorrelation function
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
+Normal rank
@@ Property / cites work @@
+Randomly Choosing Parameters from the Stationarity and Invertibility Region of Autoregressive-Moving Average Models
+Normal rank
@@ Property / cites work @@
+Priors for ordered conditional variance and vector partial correlation
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of covariance matrices and dynamic models for longitudinal data
+Normal rank
@@ Property / cites work @@
+A parameterization of positive definite matrices in terms of partial correlation vines
+Normal rank
@@ Property / cites work @@
+Completion problem with partial correlation vines
@@ Property / cites work: Completion problem with partial correlation vines / rank @@
+Normal rank
@@ Property / cites work @@
+Generating random correlation matrices based on partial correlations
+Normal rank
@@ Property / cites work @@
+On modelling mean-covariance structures in longitudinal studies
+Normal rank
@@ Property / cites work @@
+On Random Correlation Matrices
@@ Property / cites work: On Random Correlation Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Joint Models for the Association of Longitudinal Binary and Continuous Processes With Application to a Smoking Cessation Trial
+Normal rank
@@ Property / cites work @@
+Numerically stable generation of correlation matrices and their factors
+Normal rank
@@ Property / cites work @@
+Maximum entropy and the moment problem
@@ Property / cites work: Maximum entropy and the moment problem / rank @@
+Normal rank
@@ Property / cites work @@
+Covariance chains
@@ Property / cites work: Covariance chains / rank @@
+Normal rank
@@ Property / cites work @@
+Longitudinal profiling of health care units based on continuous and discrete patient outcomes
+Normal rank
@@ Property / cites work @@
+Shrinkage Estimators for Covariance Matrices
@@ Property / cites work: Shrinkage Estimators for Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian correlation estimation
@@ Property / cites work: Bayesian correlation estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
+Normal rank
@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate regression analysis of panel data with binary outcomes applied to unemployment data
+Normal rank
@@ Property / cites work @@
+Missing Data in Longitudinal Studies
@@ Property / cites work: Missing Data in Longitudinal Studies / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of a covariance matrix with zeros
@@ Property / cites work: Estimation of a covariance matrix with zeros / rank @@
+Normal rank
@@ Property / cites work @@
+The likelihood ratio test for a separable covariance matrix
+Normal rank
@@ Property / cites work @@
+Approximating Likelihoods for Large Spatial Data Sets
+Normal rank