Simultaneous modelling of the Cholesky decomposition of several covariance matrices
暂无分享,去创建一个
[2] Nicole A. Lazar,et al. Statistical Analysis With Missing Data , 2003, Technometrics.
[3] Robert J. Boik,et al. Principal component models for correlation matrices , 2003 .
[4] J.,et al. Variances are Not Always Nuisance Parameters , 2003 .
[5] Eric R. Ziegel,et al. Generalized Linear Models , 2002, Technometrics.
[6] M. Pourahmadi,et al. Bayesian analysis of covariance matrices and dynamic models for longitudinal data , 2002 .
[7] R. Engle. Dynamic Conditional Correlation , 2002 .
[8] Adrian E. Raftery,et al. Model-Based Clustering, Discriminant Analysis, and Density Estimation , 2002 .
[9] Robert J. Boik,et al. Spectral models for covariance matrices , 2002 .
[10] M J Daniels,et al. Dynamic conditionally linear mixed models for longitudinal data. , 2002, Biometrics.
[11] J W Hogan,et al. Reparameterizing the Pattern Mixture Model for Sensitivity Analyses Under Informative Dropout , 2000, Biometrics.
[12] Xiao-Li Meng,et al. Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage , 2000 .
[13] M. Pourahmadi. Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix , 2000 .
[14] David E. Booth,et al. Analysis of Incomplete Multivariate Data , 2000, Technometrics.
[15] R. Kass,et al. Nonconjugate Bayesian Estimation of Covariance Matrices and its Use in Hierarchical Models , 1999 .
[16] M. Pourahmadi. Joint mean-covariance models with applications to longitudinal data: Unconstrained parameterisation , 1999 .
[17] D. Rubin,et al. Ellipsoidally symmetric extensions of the general location model for mixed categorical and continuous data , 1998 .
[18] D. Kiel,et al. Lack of an Association Between Insulin‐like Growth Factor‐I and Body Composition, Muscle Strength, Physical Performance or Self‐Reported Mobility Among Older Persons with Functional Limitations , 1998, Journal of the American Geriatrics Society.
[19] Alan Edelman,et al. The Geometry of Algorithms with Orthogonality Constraints , 1998, SIAM J. Matrix Anal. Appl..
[20] P. Diggle. Analysis of Longitudinal Data , 1995 .
[21] Roderick J. A. Little,et al. A Class of Pattern-Mixture Models for Normal Incomplete Data , 1994 .
[22] M. Kenward,et al. Informative Drop‐Out in Longitudinal Data Analysis , 1994 .
[23] Peter J. Diggle,et al. Informative dropout in longitudinal data analysis. , 1994 .
[24] A. Raftery,et al. Model-based Gaussian and non-Gaussian clustering , 1993 .
[25] D L Streiner,et al. An Introduction to Multivariate Statistics , 1993, Canadian journal of psychiatry. Revue canadienne de psychiatrie.
[26] T. Bollerslev,et al. Modelling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model , 1990 .
[27] B. Flury. Common Principal Components and Related Multivariate Models , 1988 .
[28] J. Wooldridge,et al. A Capital Asset Pricing Model with Time-Varying Covariances , 1988, Journal of Political Economy.
[29] R. Fletcher. Practical Methods of Optimization , 1988 .
[30] John C. W. Rayner,et al. The comparison of sample covariance matrices using likelihood ratio tests , 1987 .
[31] Roger Fletcher,et al. Practical methods of optimization; (2nd ed.) , 1987 .
[32] Asymptotic theory for common principal component analysis , 1986 .
[33] W. Gautschi,et al. An algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form , 1986 .
[34] B. Flury. Common Principal Components in k Groups , 1984 .
[35] Wojtek J. Krzanowski,et al. Principal Component Analysis in the Presence of Group Structure , 1984 .
[36] Adrian E. Raftery,et al. Fitting straight lines to point patterns , 1984, Pattern Recognit..
[37] Maurice G. Kendall,et al. The advanced theory of statistics , 1945 .