Simultaneous Modelling of the Cholesky Decomposition of Several Covariance Matrices
Title: Simultaneous Modelling of the Cholesky Decomposition of Several Covariance Matrices
Author: Pourahmadi, M; Daniels, MJ; Park, T
Source: JOURNAL OF MULTIVARIATE ANALYSIS, vol.98, no.3, pp.568-587, 2007
Descriptors: Common principal components; Longitudinal data; Maximum likelihood estimation; Missing data; Spectral decomposition; Variance-correlation decomposition
(RefWorks Listed; DL; PT)
Tags: Longitudinal Data Analysis, Missing Observations, Mixture Models