A moving average Cholesky factor model in covariance modelling for longitudinal data

DOI10.1093/biomet/asr068zbMath1234.62111OpenAlexW2119104118MaRDI QIDQ3224221

Weiping Zhang, Chenlei Leng

Publication date: 29 March 2012

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b45edd1b503c6cc9b4872ff666a867f81c4b2474

zbMATH Keywords

maximum likelihood estimationmodel selectionBICmodified Cholesky decomposition

Mathematics Subject Classification ID

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