Parsimonious mean-covariance modeling for longitudinal data with ARMA errors

DOI10.1007/s11424-019-7354-6zbMath1434.62101MaRDI QIDQ2287377

Yu Chen, Jiangli Wang, Weiping Zhang

Publication date: 20 January 2020

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-019-7354-6

zbMATH Keywords

longitudinal data; generalized estimating equation; modified Cholesky decomposition; autoregressive and moving average

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62J12: Generalized linear models (logistic models)

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