Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
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Publication:3606652
DOI10.1093/biomet/asm073zbMath1156.62043OpenAlexW2015017235MaRDI QIDQ3606652
Publication date: 26 February 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asm073
maximum likelihood estimationpositive-definiteness constraintmoving average coefficientunconstrained parameterizationvariance-correlation separation
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