Robust estimation of the correlation matrix of longitudinal data (Q139142)

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scientific article; zbMATH DE number 6495045
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Robust estimation of the correlation matrix of longitudinal data
scientific article; zbMATH DE number 6495045

    Statements

    23
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    1
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    17-28
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    23 September 2011
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    16 October 2015
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    Robust estimation of the correlation matrix of longitudinal data (English)
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    Cholesky decomposition
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    correlation modeling
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    multivariate \(t\)
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    robust estimation
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