Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models

DOI10.1016/j.jmva.2016.09.001zbMath1349.62382OpenAlexW2520687153MaRDI QIDQ321946

Jian-Wei Gou, Ye-Mao Xia, Nian Sheng Tang

Publication date: 14 October 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.09.001

zbMATH Keywords

hidden Markov modelgeneralized linear latent variable modellinear coregionalization modelMCECM algorithm

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models ⋮ Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data

Uses Software

• Stata
• LISREL
• GLLAMM

Cites Work

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