Robust estimation of the correlation matrix of longitudinal data

DOI10.1007/s11222-011-9284-6zbMath1322.62154OpenAlexW1983451648MaRDI QIDQ139142

Mehdi Maadooliat, Jianhua Z. Huang, Mohsen Pourahmadi, Mohsen Pourahmadi, Jianhua Z. Huang, Mehdi Maadooliat

Publication date: 23 September 2011

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://epublications.marquette.edu/cgi/viewcontent.cgi?article=1120&context=mscs_fac

zbMATH Keywords

robust estimationCholesky decompositionmultivariate \(t\)correlation modeling

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Image analysis in multivariate analysis (62H35)

Related Items

Robust estimation for the correlation matrix of multivariate longitudinal data, Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm, GEE analysis in joint mean-covariance model for longitudinal data, A robust joint modeling approach for longitudinal data with informative dropouts, Parsimonious mean-covariance modeling for longitudinal data with ARMA errors, varjmcm, Longitudinal Principal Component Analysis With an Application to Marketing Data

Uses Software

• robustbase

Cites Work

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