Pages that link to "Item:Q5128775"

The following pages link to Estimation of covariance matrix of multivariate longitudinal data using modified Choleksky and hypersphere decompositions (Q5128775):

Displaying 14 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)
• Local linear estimation of covariance matrices via Cholesky decomposition (Q2950215) (← links)
• Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data (Q5964276) (← links)
• On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
• Robust probit linear mixed models for longitudinal binary data (Q6068836) (← links)
• A Bayesian method for multinomial probit model (Q6158367) (← links)
• Estimation of the nonparametric mean and covariance functions for multivariate longitudinal and sparse functional data (Q6164733) (← 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)