Joint Mean-Covariance Models with Applications to Longitudinal Data Unconstrained Parameterisation

Title: Joint Mean-Covariance Models with Applications to Longitudinal Data Unconstrained Parameterisation

Author: Pourahmadi, M

Source: Biometrika, vol. 86, no. 3, pp. 677-690, September 1999

Descriptors: Antedependence; Cholesky decomposition; Generalised linear model; Linear regression and autoregression; Link function; Multivariate normal; Nonstationary model; Stationary model

 

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