A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:27, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data |
scientific article |
Statements
A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (English)
0 references
15 August 2018
0 references
covariance structure
0 references
multivariate longitudinal data
0 references
Cholesky decomposition
0 references
maximum likelihood estimation
0 references
variable selection
0 references
moving average
0 references
