Pages that link to "Item:Q1659029"
From MaRDI portal
The following pages link to A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029):
Displaying 11 items.
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions (Q2129584) (← links)
- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data (Q2131908) (← links)
- Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data (Q4639149) (← links)
- Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
- Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data (Q5082586) (← links)
- Multivariate probit linear mixed models for multivariate longitudinal binary data (Q6618443) (← links)
- Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach (Q6627941) (← links)
- Graphical models for mean and covariance of multivariate longitudinal data (Q6627998) (← links)
- Bayesian semi-parametric modeling of covariance matrices for multivariate longitudinal data (Q6628401) (← links)
- Multivariate robust linear models for multivariate longitudinal data (Q6667477) (← links)
