A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029)

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A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
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    A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (English)
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    15 August 2018
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    covariance structure
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    multivariate longitudinal data
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    Cholesky decomposition
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    maximum likelihood estimation
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    variable selection
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    moving average
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