Robust estimation for the correlation matrix of multivariate longitudinal data

DOI10.1080/00949655.2020.1780234MaRDI QIDQ5033434zbMATH OpenOpenAlexFDO

Authors

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 estimationCholesky decompositioncorrelation matrixmultivariate longitudinal data

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 46153 (Why is no real title available?)
• A moving average Cholesky factor model in covariance modelling for longitudinal data
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
• Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
• Analysis of multivariate longitudinal data using quasi-least squares
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Asymptotically efficient estimation of covariance matrices with linear structure
• Informative estimation and selection of correlation structure for longitudinal data
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
• Modelling covariance structure in bivariate marginal models for longitudinal data
• Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
• New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
• Nonparametric Estimation of Covariance Structure in Longitudinal Data
• Robust estimation of the correlation matrix of longitudinal data
• Semiparametric mean-covariance regression analysis for longitudinal data
• The Matrix-Logarithmic Covariance Model
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Uniform Convergence of Random Functions with Applications to Statistics

Cited in

(2)

• Graphical models for mean and covariance of multivariate longitudinal data
• Statistical inference for multivariate longitudinal data with irregular auto-correlated error process

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