Unconstrained models for the covariance structure of multivariate longitudinal data

DOI10.1016/J.JMVA.2012.01.004zbMath1274.62370OpenAlexW2071151696MaRDI QIDQ413755

Chulmin Kim, Dale L. Zimmerman

Publication date: 7 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.004

zbMATH Keywords

longitudinal datacovariance structureCholesky decompositioncovariance modeling

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10)

Related Items (9)

Robust estimation for the correlation matrix of multivariate longitudinal data ⋮ Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions ⋮ Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions ⋮ Triangular angles parameterization for the correlation matrix of bivariate longitudinal data ⋮ A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data ⋮ Separability tests for high-dimensional, low-sample size multivariate repeated measures data ⋮ Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data ⋮ Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis ⋮ Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data

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