A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
type: Item
instance of: scholarly article
title: A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
zbMATH Open document ID: 1466.62066
author: Heng Lian
author: Sanying Feng
author: Liugen Xue
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 6918245
zbMATH Keywords: covariance structure
zbMATH Keywords: multivariate longitudinal data
zbMATH Keywords: Cholesky decomposition
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: variable selection
zbMATH Keywords: moving average
MaRDI profile type: Publication
full work available at URL: j.csda.2016.04.006
OpenAlex ID: W2346092222
cites work: Variances Are Not Always Nuisance Parameters
cites work: Analysis of multivariate longitudinal data using quasi-least squares
cites work: The Matrix-Logarithmic Covariance Model
cites work: Nonparametric Estimation of Covariance Structure in Longitudinal Data
cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
cites work: New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
cites work: Q4840212
cites work: Unconstrained models for the covariance structure of multivariate longitudinal data
cites work: Semiparametric Mean–Covariance Regression Analysis for Longitudinal Data
cites work: Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
cites work: On modelling mean-covariance structures in longitudinal studies
cites work: Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
cites work: Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
cites work: Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
cites work: Multivariate Repeated-Measurement or Growth Curve Models with Multivariate Random-Effects Covariance Structure
cites work: An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
cites work: Q4864293
cites work: Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
cites work: Tuning parameter selectors for the smoothly clipped absolute deviation method
cites work: Modelling covariance structure in bivariate marginal models for longitudinal data
cites work: Modelling of covariance structures in generalised estimating equations for longitudinal data
cites work: A moving average Cholesky factor model in covariance modelling for longitudinal data
DOI: 10.1016/J.CSDA.2016.04.006
description: scientific article; zbMATH DE number 6918245