A moving average Cholesky factor model in covariance modelling for longitudinal data

A moving average Cholesky factor model in covariance modelling for longitudinal data

10.1093/biomet/asr068

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Bibliographic Details
Main Authors: Zhang, W., Leng, C.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
bic
Longitudinal data analysis
Maximum likelihood estimation
Model selection
Modified Cholesky decomposition
Moving average
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104942
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/104942

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