Generalized estimating equations with stabilized working correlation structure

DOI10.1016/j.csda.2016.08.016zbMath1466.62124OpenAlexW2511372731MaRDI QIDQ1658494

Young-Geun Choi, Taesung Park, Myunghee Cho Paik, Yongchan Kwon, Andreas Ziegler

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.08.016

zbMATH Keywords

positive definitenessgeneralized estimating equationsworking correlationlinear shrinkageunstructured correlation matrix

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (1)

Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage

Cites Work

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