Robust estimation of the correlation matrix of longitudinal data

Statistics and Computing

Volumn 23, Issue 1, 2013, Pages 17-28

  Maadooliat, Mehdi ^a   Pourahmadi, Mohsen ^a   Huang, Jianhua Z ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Cholesky decomposition; Correlation modeling; Multivariate t; Robust estimation

Indexed keywords

EID: 84872605689     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-011-9284-6     Document Type: Article

References (28)

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