Simultaneous modelling of the Cholesky decomposition of several covariance matrices

DOI10.1016/j.jmva.2005.11.002zbMath1107.62043MaRDI QIDQ873623

Mohsen Pourahmadi, Trevor Park, Michael J. Daniels

Publication date: 29 March 2007

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.11.002

zbMATH Keywords

maximum likelihood estimation; longitudinal data; spectral decomposition; missing data; common principal components; variance--correlation decomposition

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H25: Factor analysis and principal components; correspondence analysis

62H12: Estimation in multivariate analysis

62P10: Applications of statistics to biology and medical sciences; meta analysis

62H15: Hypothesis testing in multivariate analysis

Related Items

Marginalized transition random effect models for multivariate longitudinal binary data, Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors

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