Pages that link to "Item:Q413755"
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The following pages link to Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755):
Displaying 9 items.
- Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions (Q830449) (← links)
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data (Q1659029) (← 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)
- Separability tests for high-dimensional, low-sample size multivariate repeated measures data (Q5130542) (← links)
- Risk-predictive probabilities and dynamic nonparametric conditional quantile models for longitudinal analysis (Q5155194) (← links)
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)
