Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (Q2129584)

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Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
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    Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (English)
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    22 April 2022
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    autoregressive
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    correlation matrix
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    heterogeneity
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    innovation variance
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    \(t\) distribution
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    positive definite
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