Parsimonious covariance matrix estimation for longitudinal data

Journal of the American Statistical Association

Volumn 97, Issue 460, 2002, Pages 1141-1153

  Smith, Michael ^b   Kohn, Robert ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b NONE

Author keywords

Bayesian model; Cholesky decomposition; High dimensional covariance matrix; Markov chain Monte Carlo; Model averaging

Indexed keywords

EID: 0036970576     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214502388618942     Document Type: Article

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