Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data

DOI10.1016/J.JMVA.2015.11.014MaRDI QIDQ5964276zbMATH OpenOpenAlexFDO

Authors P. Kohli, Tanya P. Garcia, M. Pourahmadi

Publication date 29 February 2016

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2015.11.014

zbMATH Keywords

Cholesky decompositionlinear covariance modelmajorization-minimizationprincipal component analysisquadratic programming

Mathematics Subject Classification ID

Graphical methods in statistics (62A09) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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• scientific article; zbMATH DE number 863796 (Why is no real title available?)
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• The likelihood ratio test for a separable covariance matrix
• The Matrix-Logarithmic Covariance Model
• Unconstrained models for the covariance structure of multivariate longitudinal data

Cited in

(17)

• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
• Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
• Modelling covariance structure in bivariate marginal models for longitudinal data
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Robust estimation for the correlation matrix of multivariate longitudinal data
• Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
• Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis
• Two-way ANOVA by using Cholesky decomposition and graphical representation
• On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices
• Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach
• Graphical models for mean and covariance of multivariate longitudinal data
• Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
• Multivariate robust linear models for multivariate longitudinal data
• Multivariate conditional mix-GEE method for mixed-effect models with multivariate longitudinal data
• Analysis of longitudinal lupus data using multivariate t-linear models
• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions

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