Graphical Diagnostics for Modeling Unstructured Covariance Matrices

DOI10.2307/1403864MaRDI QIDQ4832029zbMATH OpenOpenAlexFDO

Authors M. Pourahmadi

Publication date 3 January 2005

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403864

Mathematics Subject Classification ID

Graphical methods in statistics (62A09) Measures of association (correlation, canonical correlation, etc.) (62H20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• Modeling covariance matrices via partial autocorrelations
• Modeling attendance at Spanish professional football league
• Regressograms and Mean-Covariance Models for Incomplete Longitudinal Data

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