Efficient semiparametric estimation via Cholesky decomposition for longitudinal data - Chen, Ziqi; Shi, Ning-Zhong; Gao, Wei; Tang, Man-Lai (Computational statistics & data analysis, 2011)
Keywords: Computation; Covariance; Covariance matrix; Decomposition; Efficient semiparametric estimation; Efficient semiparametric estimation Longitudinal data Modified Cholesky decomposition Profile likelihood estimator Within-subject correlation; Estimates; Exact sciences and technology; General topics; Linear inference, regression; Longitudinal data; Mathematical models; Mathematics; Modified Cholesky decomposition; Multivariate analysis; Numerical analysis; Numerical analysis. Scientific computation; Numerical methods in probability and statistics; Probability and statistics; Profile likelihood estimator; Regression; Sciences and techniques of general use; Statistics; Within-subject correlation; Profile likelihood estimator; Within-subject correlation; Efficient semiparametric estimation; Longitudinal data; Modified Cholesky decomposition; Correlation; Decomposition method; Large sample; Decomposition; Multivariate analysis; Covariance structure model; Linear model; Semiparametric model; Covariance; Cholesky method; Repeated measurement; Data analysis; Linear regression; Statistical association; Covariance matrix; Semiparametric method; Mean estimation; Kernel method; Kernels; Statistical regression; Profile likelihood; Statistical computation; Simulation; Correlation analysis; Regression model; Biased estimation