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