Robust estimation of the correlation matrix of longitudinal data

Mathematics

• Robust Test 100%
• Correlation Matrix 100%
• Longitudinal Data 100%
• Cholesky's Decomposition 66%
• Model Misspecification 33%
• Covariate 33%
• Maximum Likelihood Estimator 33%
• Diagonalmatrix 33%
• Lower Triangular Matrix 33%
• Robust Procedure 33%
• Variance 33%
• Square Root 33%
• Degree of Freedom 33%
• Diagonal Entry 33%

Keyphrases

• Fisher Scoring Algorithm 33%
• Double Robust 33%
• Modified Cholesky Decomposition 33%