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

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scientific article; zbMATH DE number 7480216
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    Robust estimation for the correlation matrix of multivariate longitudinal data
    scientific article; zbMATH DE number 7480216

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