Estimation of covariance matrix of multivariate longitudinal data using modified Choleksky and hypersphere decompositions

DOI10.1111/BIOM.13113zbMath1451.62126OpenAlexW2957523921WikidataQ91701975 ScholiaQ91701975MaRDI QIDQ5128775

Keunbaik Lee, Min-Sun Kwak, Eun Jin Jang, Hyunsoon Cho

Publication date: 26 October 2020

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/biom.13113

zbMATH Keywords

positive definitenessheterogeneitylinear modelsautoregressive modelcorrelation matrixmodified Cholesky decomposition (MCD)

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical epidemiology (92C60)

Related Items (10)

Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions ⋮ Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions ⋮ Robust probit linear mixed models for longitudinal binary data ⋮ A Bayesian method for multinomial probit model ⋮ Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data ⋮ Multivariate probit linear mixed models for multivariate longitudinal binary data ⋮ Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach ⋮ Graphical models for mean and covariance of multivariate longitudinal data ⋮ Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data ⋮ Multivariate robust linear models for multivariate longitudinal data

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