ARMA Cholesky factor models for the covariance matrix of linear models

DOI10.1016/j.csda.2017.05.001zbMath1466.62128DBLPjournals/csda/LeeBD17OpenAlexW2614403840WikidataQ47646251 ScholiaQ47646251MaRDI QIDQ1658394

Keunbaik Lee, Changryong Baek, Michael J. Daniels

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc5669060

zbMATH Keywords

longitudinal dataCholesky decompositionheteroscedastic

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (6)

Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions ⋮ Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions ⋮ Bayesian cumulative logit random effects models with ARMA random effects covariance matrix ⋮ Parsimonious mean-covariance modeling for longitudinal data with ARMA errors ⋮ Modeling of the ARMA random effects covariance matrix in logistic random effects models ⋮ Two-way ANOVA by using Cholesky decomposition and graphical representation

Uses Software

• covreg

Cites Work

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