Triangular angles parameterization for the correlation matrix of bivariate longitudinal data

DOI10.1007/S42952-019-00014-YzbMATH Open1485.62069OpenAlexW2997581546MaRDI QIDQ2131908FDOQ2131908

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

Recommendations

• Unconstrained models for the covariance structure of multivariate longitudinal data
• Modelling covariance structure in bivariate marginal models for longitudinal data
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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)

Cites Work

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

Cited In (1)

• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions

Uses Software

• jmcm

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