Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623)
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scientific article; zbMATH DE number 5138714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous modelling of the Cholesky decomposition of several covariance matrices |
scientific article; zbMATH DE number 5138714 |
Statements
Simultaneous modelling of the Cholesky decomposition of several covariance matrices (English)
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29 March 2007
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common principal components
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longitudinal data
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maximum likelihood estimation
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missing data
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spectral decomposition
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variance--correlation decomposition
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