Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434)

From MaRDI portal
scientific article; zbMATH DE number 7480216
Language Label Description Also known as
English
Robust estimation for the correlation matrix of multivariate longitudinal data
scientific article; zbMATH DE number 7480216

    Statements

    Robust estimation for the correlation matrix of multivariate longitudinal data (English)
    0 references
    23 February 2022
    0 references
    correlation matrix
    0 references
    multivariate longitudinal data
    0 references
    robust estimation
    0 references
    Cholesky decomposition
    0 references
    maximum likelihood estimation
    0 references
    0 references

    Identifiers