Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (Q5128775)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7265672
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions |
scientific article; zbMATH DE number 7265672 |
Statements
Estimation of covariance matrix of multivariate longitudinal data using modified Choleksky and hypersphere decompositions (English)
0 references
26 October 2020
0 references
modified Cholesky decomposition (MCD)
0 references
autoregressive model
0 references
correlation matrix
0 references
heterogeneity
0 references
linear models
0 references
positive definiteness
0 references
0.8260953426361084
0 references
0.8066495656967163
0 references
0.804013192653656
0 references
0.8038987517356873
0 references
0.7853618264198303
0 references
