Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions

DOI10.1016/J.CSDA.2020.107144MaRDI QIDQ830449zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 7 May 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.107144

zbMATH Keywords

heterogeneityautoregressivegeneralized linear mixed modelspositive definitenessmodified Cholesky decompositionmoving-average

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 46153 (Why is no real title available?)
• A joint modelling approach for longitudinal studies
• A new look at the statistical model identification
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
• A robust approach to joint modeling of mean and scale covariance for longitudinal data
• ARMA Cholesky factor models for the covariance matrix of linear models
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Asymptotic normality of the maximum likelihood estimate in Markov processes
• Asymptotically efficient estimation of covariance matrices with linear structure
• Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Modeling of the ARMA random effects covariance matrix in logistic random effects models
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
• Modelling covariance structure in bivariate marginal models for longitudinal data
• Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
• On modelling mean-covariance structures in longitudinal studies
• Parameterizing correlations: a geometric interpretation
• The Matrix-Logarithmic Covariance Model
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Uniform Convergence of Random Functions with Applications to Statistics

Cited in

(5)

• ARMA Cholesky factor models for the covariance matrix of linear models
• Multivariate linear mixed models with censored and nonignorable missing outcomes, with application to AIDS studies
• Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
• Modeling of the ARMA random effects covariance matrix in logistic random effects models
• Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions

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