Triangular angles parameterization for the correlation matrix of bivariate longitudinal data

DOI10.1007/S42952-019-00014-YMaRDI QIDQ2131908zbMATH OpenOpenAlexFDO

Authors 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 estimationCholesky decompositioncorrelation matrixmultivariate longitudinal datatriangular angles parameterization

Mathematics Subject Classification ID

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

Recommendations

• Unconstrained models for the covariance structure of multivariate longitudinal data
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Cites work

• A joint modelling approach for longitudinal studies
• A moving average Cholesky factor model in covariance modelling for longitudinal data
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
• Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
• Analysis of multivariate longitudinal data using quasi-least squares
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Asymptotically efficient estimation of covariance matrices with linear structure
• Informative estimation and selection of correlation structure for longitudinal data
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
• Modelling covariance structure in bivariate marginal models for longitudinal data
• Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
• New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
• Nonparametric Estimation of Covariance Structure in Longitudinal Data
• Parameterizing correlations: a geometric interpretation
• Real analysis
• Semiparametric mean-covariance regression analysis for longitudinal data
• The Matrix-Logarithmic Covariance Model
• The analysis of multivariate longitudinal data using multivariate marginal models
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Uniform Convergence of Random Functions with Applications to Statistics

Cited in

(3)

• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Robust estimation of the correlation matrix of longitudinal data

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• jmcm

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