Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
Modeling the covariance matrix of multivariate longitudinal data is more challenging as compared to its univariate counterpart due to the presence of correlations among multiple responses. The modified Cholesky block decomposition reduces the task of covariance modeling into parsimonious modeling of...
| Veröffentlicht in: | Journal of multivariate analysis. - 1998. - 145(2016) vom: 23. März, Seite 87-100 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
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2016
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| Zugriff auf das übergeordnete Werk: | Journal of multivariate analysis |
| Schlagworte: | Journal Article 62-09 62G 62H Cholesky decomposition Linear covariance model Majorization–minimization Principal component analysis Quadratic programming |
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