Robust estimation of the correlation matrix of longitudinal data

DOI10.1007/S11222-011-9284-6MaRDI QIDQ139142zbMATH OpenOpenAlexFDO

Authors Mehdi Maadooliat, Mohsen Pourahmadi, Jianhua Z. Huang, M. Maadooliat, M. Pourahmadi, Jianhua Z. Huang

Publication date 23 September 2011

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://epublications.marquette.edu/cgi/viewcontent.cgi?article=1120&context=mscs_fac

zbMATH Keywords

robust estimationCholesky decompositioncorrelation modelingmultivariate \(t\)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Image analysis in multivariate analysis (62H35)

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Cites work

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Cited in

(8)

• A robust joint modeling approach for longitudinal data with informative dropouts
• Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
• Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
• GEE analysis in joint mean-covariance model for longitudinal data
• varjmcm
• Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
• Longitudinal Principal Component Analysis With an Application to Marketing Data
• Robust estimation for the correlation matrix of multivariate longitudinal data

Describes a project that uses

Uses Software

• robustbase

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