ARMA Cholesky factor models for the covariance matrix of linear models
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Publication:1658394
DOI10.1016/j.csda.2017.05.001zbMath1466.62128OpenAlexW2614403840WikidataQ47646251 ScholiaQ47646251MaRDI QIDQ1658394
Keunbaik Lee, Changryong Baek, Michael J. Daniels
Publication date: 14 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5669060
Related Items (6)
Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions ⋮ Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions ⋮ Bayesian cumulative logit random effects models with ARMA random effects covariance matrix ⋮ Parsimonious mean-covariance modeling for longitudinal data with ARMA errors ⋮ Modeling of the ARMA random effects covariance matrix in logistic random effects models ⋮ Two-way ANOVA by using Cholesky decomposition and graphical representation
Uses Software
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