Browsing by Subject "Covariance"
Now showing items 1-2 of 2
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(2009-05-15)Modeling covariance structure is important for efficient estimation in longitudinal data models. Modified Cholesky decomposition (Pourahmadi, 1999) is used as an unconstrained reparameterization of the covariance matrix. ...
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(2022-04-20)This dissertation discusses how we can exploit sparsity, a statistical assumption that only a small number of relationships between variables are non-zero, in the model selection for regression and covariance matrix ...