Unconstrained models for the covariance structure of multivariate longitudinal data
From MaRDI portal
Publication:413755
DOI10.1016/j.jmva.2012.01.004zbMath1274.62370MaRDI QIDQ413755
Chulmin Kim, Dale L. Zimmerman
Publication date: 7 May 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.004
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62P10: Applications of statistics to biology and medical sciences; meta analysis
62F10: Point estimation
Related Items
Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data, Robust estimation for the correlation matrix of multivariate longitudinal data, Separability tests for high-dimensional, low-sample size multivariate repeated measures data, Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis, Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data, Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions, A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data, Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions, Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
- MANOVA in the multivariate components of variance model
- Analysis of multivariate longitudinal data using quasi-least squares
- The likelihood ratio test for a separable covariance matrix
- Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data
- The Matrix-Logarithmic Covariance Model
- Ante-dependence Analysis of an Ordered Set of Variables
- Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
- Scheffés mixed model for multivariate repeated measures:a relative efficiency evaluation
- Multivariate analysis with an autoregressive covariance model
- On modelling mean-covariance structures in longitudinal studies
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
- General class of covariance structures for two or more repeated factors in longitudinal data analysis
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Regression models for covariance structures in longitudinal studies