Joint Variable Selection of Mean-Covariance Model for Longitudinal Data

In this paper we reparameterize covariance structures in longitudinal data analysis through the modified Cholesky decomposition of itself. Based on this modified Cholesky decomposition, the within-subject covariance matrix is decomposed into a unit lower triangular matrix involving moving average co...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Open journal of statistics 2013-02, Vol.3 (1), p.27-35
Hauptverfasser:	Xu, Dengke, Zhang, Zhongzhan, Wu, Liucang
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic properties Consistency Covariance Data processing Decomposition Mathematical analysis Mathematical models Statistics
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!