Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data

DOI10.1016/j.jmva.2015.11.014zbMath1360.62271OpenAlexW2210545460MaRDI QIDQ5964276

Tanya P. Garcia, Mohsen Pourahmadi, Priya Kohli

Publication date: 29 February 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.11.014

zbMATH Keywords

quadratic programmingprincipal component analysisCholesky decompositionlinear covariance modelmajorization-minimization

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Graphical methods in statistics (62A09)

Related Items (6)

Robust estimation for the correlation matrix of multivariate longitudinal data ⋮ Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions ⋮ Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions ⋮ Triangular angles parameterization for the correlation matrix of bivariate longitudinal data ⋮ Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis ⋮ Two-way ANOVA by using Cholesky decomposition and graphical representation

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