【摘 要】
：
In some fields,such as multilevel studies and time series,the objective of longitudinal studies is to find out how not only the average value of the respons
【机 构】
：
School of Mathematics, University of Manchester
【出 处】
：
2009 International Conference on Financial Statistics and Fi
论文部分内容阅读
In some fields,such as multilevel studies and time series,the objective of longitudinal studies is to find out how not only the average value of the response,but also the dispersion of the response vary over time,and how they are affected by different experimental treatments.For this purpose it is necessary to model the mean and covariance structure.In this work,a more flexible semiparametric model is proposed to model the covariance structures based on modified Choleskyde composition,which converts the constrained entries of covariance matrices into two groups of unconstrained autoregressive regression and innovation variance parameters that can be modelled independently.
其他文献
高血压是常见的慢性疾病,患者往往需要终身服药.而高血压治疗效果如何需要血压测量结果评价.但是由于血压会受环境、情绪、时间、药物、运动、季节、气温等因素影响,所以不能
Classification,as one of the most practical areas in multivariate data analysis,has important applications in many areas.Therefore,it has become more and mo
1963年黑人影星悉尼.波迪埃凭借《原野百合花》中的表演斩获奥斯卡影帝可谓石破天惊。在那之前还从来没有黑人染指过这一演艺界至尊奖杯。而在那之后长达近40年的时间里,
In
The Dantzig variable selector has recently emerged as an powerful tool for fitting regularized regression models.A key advantage is that it does not pertain
The Markowitzs portfolio selection method has difficulty performing in practice due to estimation in means and covariance matrix of asset returns.Recently m
目的:评价缬沙坦联合氨氯地平对社区老年原发性高血压合并糖尿病的治疗作用.方法:选取社区老年原发性高血压合并糖尿病患者82例(2017年4月至2018年4月),随机分为氨氯地平治疗
说起食道癌我们并不陌生,他是临床中常见的肿瘤之一,对人体有很大的伤害.据有关报道统计,每年全球有大约30万人死于食道癌,我国是食道癌的高发国家之一,每年死于食道癌的患者
Estimating a large precision (inverse covariance) matrix is diffcult due to the curse of dimensionality.The sample covariance matrix is notoriously bad for
目的:观察并分析应用美沙拉嗪治疗慢性复发型溃疡性结肠炎时肠黏膜的变化的情况.方法:选取2014年1月-2019年12月期间收治于我院消化内科的88例慢性溃疡性结肠炎患者,按照随机
目的:探讨新型冠状病毒肺炎(Novel coronavirus pneumonia,NCP)不同临床分型的初诊临床特征.方法:回顾性分析2020年1-2月,我院定点收治的70例NCP确诊患者的初诊临床特征.,将