Robust estimation of the correlation matrix of longitudinal data
type: Item
instance of: scholarly article
published in: Statistics and Computing
volume: 23
issue: 1
page(s): 17-28
publication date: 2011-09-23T00:00:00Z
publication date: 2015-10-16T00:00:00Z
author: Mehdi Maadooliat
author: Mohsen Pourahmadi
author: Jianhua Z. Huang
author: M. Maadooliat
author: M. Pourahmadi
title: Robust estimation of the correlation matrix of longitudinal data
zbMATH Open document ID: 1322.62154
full work available at URL: https://epublications.marquette.edu/cgi/viewcontent.cgi
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H35
zbMATH DE Number: 6495045
zbMATH Keywords: Cholesky decomposition
zbMATH Keywords: correlation modeling
zbMATH Keywords: multivariate \(t\)
zbMATH Keywords: robust estimation
describes a project that uses: robustbase
MaRDI profile type: Publication
OpenAlex ID: W1983451648
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DOI: 10.1007/S11222-011-9284-6
description: scientific article; zbMATH DE number 6495045