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ARMA Cholesky Factor Models for the Covariance Matrix of Linear Models
In longitudinal studies, serial dependence of repeated outcomes must be taken into account to make correct inferences on covariate effects. As such, care must be taken in modeling the covariance matrix. However, estimation of the covariance matrix is challenging because there are many parameters in...
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| Yayımlandı: | Comput Stat Data Anal |
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| Asıl Yazarlar: | , , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
2017
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| Konular: | |
| Online Erişim: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5669060/ https://ncbi.nlm.nih.gov/pubmed/29109594 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.csda.2017.05.001 |
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