Robust estimation for the correlation matrix of multivariate longitudinal data

DOI10.1080/00949655.2020.1780234OpenAlexW3035963461MaRDI QIDQ5033434FDOQ5033434

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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

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zbMATH Keywords

maximum likelihood estimationrobust estimationCholesky decompositioncorrelation matrixmultivariate longitudinal data

Mathematics Subject Classification ID

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

Cites Work

• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Robust estimation of the correlation matrix of longitudinal data
• The Matrix-Logarithmic Covariance Model
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Nonparametric Estimation of Covariance Structure in Longitudinal Data
• Semiparametric mean-covariance regression analysis for longitudinal data
• Title not available (Why is that?)
• A moving average Cholesky factor model in covariance modelling for longitudinal data
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Asymptotically efficient estimation of covariance matrices with linear structure
• New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
• Analysis of multivariate longitudinal data using quasi-least squares
• Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Informative estimation and selection of correlation structure for longitudinal data
• Uniform Convergence of Random Functions with Applications to Statistics
• 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
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
• Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data

Cited In (2)

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

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