Pages that link to "Item:Q3128661"

The following pages link to The Matrix-Logarithmic Covariance Model (Q3128661):

Displaying 50 items.

• Robust estimation of the correlation matrix of longitudinal data (Q139142) (← links)
• A matrix exponential spatial specification (Q280275) (← links)
• Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
• Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755) (← links)
• Bayesian estimation of a covariance matrix with flexible prior specification (Q421411) (← links)
• Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
• Forecasting multivariate realized stock market volatility (Q737267) (← links)
• A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects (Q746093) (← links)
• Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
• Maximum likelihood estimation for joint mean-covariance models from unbalanced repeated-measures data (Q871018) (← links)
• Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
• A tractable state-space model for symmetric positive-definite matrices (Q899053) (← links)
• Hellinger distance and non-informative priors (Q899064) (← links)
• Estimation of covariance matrix via the sparse Cholesky factor with lasso (Q993832) (← links)
• Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
• High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (Q1658345) (← links)
• ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← links)
• Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
• Bayesian inference of a multivariate regression model (Q1667376) (← links)
• Long memory and asymmetry for matrix-exponential dynamic correlation processes (Q1695662) (← links)
• Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
• A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
• Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
• Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
• Bayesian estimation of constrained mean-covariance of normal distributions (Q2112272) (← links)
• Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← 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)
• Principal regression for high dimensional covariance matrices (Q2233571) (← links)
• Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
• Parsimonious mean-covariance modeling for longitudinal data with ARMA errors (Q2287377) (← links)
• Generalised cepstral models for the spectrum of vector time series (Q2293719) (← links)
• Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
• Large sample properties of the matrix exponential spatial specification with an application to FDI (Q2354854) (← links)
• Bayesian sparse covariance decomposition with a graphical structure (Q2631381) (← links)
• Joint Mean-Covariance Models with Applications to Longitudinal Data in Partially Linear Model (Q3100637) (← links)
• MULTIVARIATE ECOGARCH PROCESSES (Q3168874) (← links)
• Maximum Likelihood Estimation of Linear Models for Longitudinal Data with Inequality Constraints (Q3499078) (← links)
• The Transformation of American Political Space 1982–2002 (Q3605214) (← links)
• Fitting spatial regressions to large datasets using unilateral approximations (Q4638698) (← links)
• Modelling conditional covariance in the linear mixed model (Q4970873) (← links)
• Robust estimation for the correlation matrix of multivariate longitudinal data (Q5033434) (← links)
• Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection (Q5066759) (← links)
• Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
• A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
• Unified M-estimation of matrix exponential spatial dynamic panel specification (Q5867568) (← links)
• Model selection and model averaging for matrix exponential spatial models (Q5867572) (← links)
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)
• Covariance prediction via convex optimization (Q6050386) (← links)