Robust estimation for the correlation matrix of multivariate longitudinal data

DOI10.1080/00949655.2020.1780234OpenAlexW3035963461MaRDI QIDQ5033434

No author found.

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1780234

zbMATH Keywords

maximum likelihood estimationrobust estimationcorrelation matrixCholesky decompositionmultivariate longitudinal data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistics (62-XX)

Cites Work

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

This page was built for publication: Robust estimation for the correlation matrix of multivariate longitudinal data