Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous modelling of the Cholesky decomposition of several covariance matrices |
scientific article |
Statements
Simultaneous modelling of the Cholesky decomposition of several covariance matrices (English)
0 references
29 March 2007
0 references
common principal components
0 references
longitudinal data
0 references
maximum likelihood estimation
0 references
missing data
0 references
spectral decomposition
0 references
variance--correlation decomposition
0 references
0 references
0 references
0 references
0 references
