Estimation of covariance matrix of multivariate longitudinal data using modified Cholesky and hypersphere decompositions

DOI10.1111/BIOM.13113MaRDI QIDQ5128775zbMATH OpenOpenAlexWikidataFDO

Authors Keunbaik Lee, Hyunsoon Cho, Min-Sun Kwak, Eun Jin Jang

Publication date 26 October 2020

Published in Biometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/biom.13113

zbMATH Keywords

autoregressive modelcorrelation matrixheterogeneitylinear modelsmodified Cholesky decomposition (MCD)positive definiteness

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical epidemiology (92C60)

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• Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
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• On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices
• Robust probit linear mixed models for longitudinal binary data
• A Bayesian method for multinomial probit model
• Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data
• Multivariate probit linear mixed models for multivariate longitudinal binary data
• Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach
• Graphical models for mean and covariance of multivariate longitudinal data
• Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data
• Multivariate robust linear models for multivariate longitudinal data
• Robust Bayesian cumulative probit linear mixed models for longitudinal ordinal data
• Analysis of longitudinal lupus data using multivariate t-linear models
• A comparative study of sampling techniques for generating correlated multivariate normal random variates
• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions

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