Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
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Publication:3606652
DOI10.1093/BIOMET/ASM073zbMATH Open1156.62043OpenAlexW2015017235MaRDI QIDQ3606652FDOQ3606652
Authors: M. Pourahmadi 
Publication date: 26 February 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asm073
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- A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects
- Robust maximum \(L_q\)-likelihood estimation of joint mean-covariance models for longitudinal data
- On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models
- Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection
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- Mixture regression for longitudinal data based on joint mean-covariance model
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
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- A robust linear mixed-effects model for longitudinal data using an innovative multivariate skew-Huber distribution
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- Towards dominant flexibility configurations in strategic capacity planning under demand uncertainty
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