Pages that link to "Item:Q873623"
From MaRDI portal
The following pages link to Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623):
Displaying 25 items.
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577) (← links)
- Stable estimation of a covariance matrix guided by nuclear norm penalties (Q1623701) (← links)
- Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- Principal regression for high dimensional covariance matrices (Q2233571) (← links)
- On the asymptotic distribution of the periodograms for the discrete time harmonizable simple processes (Q2316342) (← links)
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
- Model-based clustering (Q2628064) (← links)
- Multivariate spectral analysis using Cholesky decomposition (Q3429967) (← links)
- Simultaneous procedures for covariance matrices (Q3473234) (← links)
- CHOLESKY DECOMPOSITION OF A VARIANCE MATRIX IN REPEATED MEASURES ANALYSIS (Q3489182) (← links)
- Model‐based clustering of longitudinal data (Q3561489) (← links)
- Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters (Q3606652) (← links)
- Multilinear Common Component Analysis via Kronecker Product Representation (Q5033557) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family (Q5146051) (← links)
- Random covariances and mixed-effects models for imputing multivariate multilevel continuous data (Q5194718) (← links)
- Marginalized transition random effect models for multivariate longitudinal binary data (Q5421214) (← links)
- Cholesky-based model averaging for covariance matrix estimation (Q5880164) (← links)
- On variable ordination of Cholesky‐based estimation for a sparse covariance matrix (Q6059504) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- Covariate‐based cepstral parameterizations for time‐varying spatial error covariances (Q6090018) (← links)
- Bayesian hierarchical modeling on covariance valued data (Q6548772) (← links)
- A Bayesian hierarchical sparse factor model for estimating simultaneous covariance matrices for gestational outcomes in consecutive pregnancies (Q6626860) (← links)
