Bayesian estimation of correlation matrices of longitudinal data

DOI10.1214/20-ba1237OpenAlexW3083417755MaRDI QIDQ6120421

Mohsen Pourahmadi, Unnamed Author, Bani. K. Mallick

Publication date: 20 February 2024

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bayesian-analysis/volume-16/issue-3/Bayesian-Estimation-of-Correlation-Matrices-of-Longitudinal-Data/10.1214/20-BA1237.full

zbMATH Keywords

longitudinal dataselectionshrinkageCholesky decompositionstructured correlation matrixangular parameterization

Mathematics Subject Classification ID

Statistics (62-XX)

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