Pages that link to "Item:Q3606652"
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The following pages link to Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters (Q3606652):
Displayed 38 items.
- Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- Sparse matrix decompositions and graph characterizations (Q426086) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Towards dominant flexibility configurations in strategic capacity planning under demand uncertainty (Q522409) (← links)
- A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects (Q746093) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging (Q985028) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
- Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models (Q1731759) (← links)
- A Gibbs sampler for the multidimensional item response model (Q1954359) (← links)
- A robust linear mixed-effects model for longitudinal data using an innovative multivariate skew-Huber distribution (Q2057843) (← links)
- Mixture regression for longitudinal data based on joint mean-covariance model (Q2140854) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- GEE analysis in joint mean-covariance model for longitudinal data (Q2175604) (← links)
- A joint mean-correlation modeling approach for longitudinal zero-inflated count data (Q2180256) (← links)
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
- Compatible priors for model selection of high-dimensional Gaussian DAGs (Q2215951) (← links)
- A robust joint modeling approach for longitudinal data with informative dropouts (Q2228227) (← links)
- Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
- A trivariate additive regression model with arbitrary link functions and varying correlation matrix (Q2317255) (← links)
- Some recent work on multivariate Gaussian Markov random fields (Q2414872) (← links)
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data (Q2418528) (← links)
- Wishart distributions for decomposable covariance graph models (Q2429939) (← links)
- Hierarchical Bayesian modeling of random and residual variance-covariance matrices in bivariate mixed effects models (Q2786173) (← links)
- Bayesian Approaches for Large Biological Networks (Q2800194) (← links)
- Nonparametric estimation of mean and covariance structures for longitudinal data (Q2870709) (← links)
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models (Q2965547) (← links)
- Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection (Q5066759) (← links)
- A permutation-based Bayesian approach for inverse covariance estimation (Q5077443) (← links)
- Efficient Bayesian Synthetic Likelihood With Whitening Transformations (Q5083353) (← links)
- Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates (Q5155198) (← links)
- Two-way ANOVA by using Cholesky decomposition and graphical representation (Q5870813) (← links)
- On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models (Q5880097) (← links)
- Geostatistical modeling of positive‐definite matrices: An application to diffusion tensor imaging (Q6079470) (← links)
