Graphical Diagnostics for Modeling Unstructured Covariance Matrices

DOI10.2307/1403864zbMATH Open1217.62084OpenAlexW4248517747MaRDI QIDQ4832029FDOQ4832029

Authors: M. Pourahmadi 

Publication date: 3 January 2005

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403864

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Graphical methods in statistics (62A09)

Cited In (3)

• Modeling covariance matrices via partial autocorrelations
• Modeling attendance at Spanish professional football league
• Regressograms and Mean-Covariance Models for Incomplete Longitudinal Data

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