Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions

DOI10.1016/j.csda.2020.107144OpenAlexW3103780761MaRDI QIDQ830449

N. E. Zubov

Publication date: 7 May 2021

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

Full work available at URL: https://doi.org/10.1016/j.csda.2020.107144

zbMATH Keywords

positive definitenessheterogeneityautoregressivegeneralized linear mixed modelsmodified Cholesky decompositionmoving-average

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions ⋮ Multivariate linear mixed models with censored and nonignorable missing outcomes, with application to AIDS studies

Cites Work

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