Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on both Time and Spatial Repeated Measurements

We study the problem of classi¯cation for multivariate repeated measures data with struc- tured correlations on both time and spatial repeated measurements. This is a very important problem in many biomedical as well as in engineering ¯eld. Classi¯cation rules as well as the algorithm to compute the maximum likelihood estimates of the required parameters are given.

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Authors:	Roy, Anuradha ; Leiva, Ricardo
Institutions:	College of Business, University of Texas-San Antonio
Subject:	Kronecker product covariance structure \| Repeated observations \| Maximum Likeli- hood Estimates

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The price is Free Number 0090 9 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008527267