Triangular angles parameterization for the correlation matrix of bivariate longitudinal data

DOI10.1007/s42952-019-00014-yzbMath1485.62069OpenAlexW2997581546MaRDI QIDQ2131908

Yanyan Li

Publication date: 27 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-019-00014-y

zbMATH Keywords

maximum likelihood estimationcorrelation matrixCholesky decompositionmultivariate longitudinal datatriangular angles parameterization

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions

Uses Software

• jmcm

Cites Work

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