A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data

DOI10.1016/j.csda.2016.04.006zbMath1466.62066OpenAlexW2346092222MaRDI QIDQ1659029

Heng Lian, San Ying Feng, Liu Gen Xue

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.04.006

zbMATH Keywords

maximum likelihood estimationvariable selectioncovariance structuremoving averageCholesky decompositionmultivariate longitudinal data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)

Related Items (6)

Robust estimation for the correlation matrix of multivariate longitudinal data ⋮ Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions ⋮ Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions ⋮ Triangular angles parameterization for the correlation matrix of bivariate longitudinal data ⋮ Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data ⋮ Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data

Cites Work

• Unnamed Item
• Unnamed Item
• Unconstrained models for the covariance structure of multivariate longitudinal data
• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
• Analysis of multivariate longitudinal data using quasi-least squares
• Modelling of covariance structures in generalised estimating equations for longitudinal data
• Modelling covariance structure in bivariate marginal models for longitudinal data
• Variances Are Not Always Nuisance Parameters
• The Matrix-Logarithmic Covariance Model
• A moving average Cholesky factor model in covariance modelling for longitudinal data
• Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
• Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
• Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
• On modelling mean-covariance structures in longitudinal studies
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Nonparametric Estimation of Covariance Structure in Longitudinal Data
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis

This page was built for publication: A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data