The following pages link to (Q4872020):
Displayed 10 items.
- Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Generating random correlation matrices based on partial correlations (Q853948) (← links)
- Missing observation analysis for matrix-variate time series data (Q952850) (← links)
- Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
- Enriched conjugate and reference priors for the Wishart family on symmetric cones (Q1431436) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- Objective priors for the bivariate normal model (Q2426630) (← links)
- Conjugate analysis of multivariate normal data with incomplete observations (Q4527896) (← links)
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)