Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data

DOI10.1016/j.jmva.2015.11.014zbMath1360.62271MaRDI 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 programming; principal component analysis; Cholesky decomposition; linear covariance model; majorization-minimization

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62H15: Hypothesis testing in multivariate analysis

62A09: Graphical methods in statistics

Related Items

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

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