Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions

DOI10.1016/J.CSDA.2022.107439OpenAlexW4210853148MaRDI QIDQ2129584FDOQ2129584

Authors: Anbin Rhee, Min-Sun Kwak, Keunbaik Lee 

Publication date: 22 April 2022

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

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107439

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zbMATH Keywords

heterogeneityautoregressivecorrelation matrixpositive definite\(t\) distributioninnovation variance

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• A robust approach to joint modeling of mean and scale covariance for longitudinal data
• The Matrix-Logarithmic Covariance Model
• Longitudinal data analysis using \(t\)-type regression.
• Asymptotically efficient estimation of covariance matrices with linear structure
• Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
• Unconstrained models for the covariance structure of multivariate longitudinal data
• ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors
• Estimation in multivariate \(t\) linear mixed models for multiple longitudinal data
• Parameterizing correlations: a geometric interpretation
• ARMA Cholesky factor models for the covariance matrix of linear models
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
• Modelling covariance structure in bivariate marginal models for longitudinal data
• Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
• A joint modelling approach for longitudinal studies
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
• Bayesian variable selection in a finite mixture of linear mixed-effects models

Cited In (2)

• Multivariate probit linear mixed models for multivariate longitudinal binary data
• Multivariate robust linear models for multivariate longitudinal data

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