Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions

DOI10.1016/J.CSDA.2020.107144OpenAlexW3103780761MaRDI QIDQ830449FDOQ830449

N. E. Zubov

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107144

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zbMATH Keywords

heterogeneityautoregressivegeneralized linear mixed modelspositive definitenessmodified Cholesky decompositionmoving-average

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A new look at the statistical model identification
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• A robust approach to joint modeling of mean and scale covariance for longitudinal data
• The Matrix-Logarithmic Covariance Model
• On modelling mean-covariance structures in longitudinal studies
• Title not available (Why is that?)
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Asymptotically efficient estimation of covariance matrices with linear structure
• Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
• Unconstrained models for the covariance structure of multivariate longitudinal data
• Uniform Convergence of Random Functions with Applications to Statistics
• Parameterizing correlations: a geometric interpretation
• ARMA Cholesky factor models for the covariance matrix of linear models
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
• Modeling of the ARMA random effects covariance matrix in logistic random effects models
• Asymptotic normality of the maximum likelihood estimate in Markov processes
• Modelling covariance structure in bivariate marginal models for longitudinal data
• Estimation of covariance matrix of multivariate longitudinal data using modified Choleksky and hypersphere decompositions
• A Joint Modelling Approach for Longitudinal Studies
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data

Cited In (2)

• Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
• Multivariate linear mixed models with censored and nonignorable missing outcomes, with application to AIDS studies

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