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Sparsity Inducing Prior Distributions for Correlation Matrices of Longitudinal Data
For longitudinal data, the modeling of a correlation matrix R can be a difficult statistical task due to both the positive definite and the unit diagonal constraints. Because the number of parameters increases quadratically in the dimension, it is often useful to consider a sparse parameterization....
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2013
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4217169/ https://ncbi.nlm.nih.gov/pubmed/25382958 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2013.852553 |
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