Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lee, JC | en_US |
dc.contributor.author | Hsu, YL | en_US |
dc.date.accessioned | 2014-12-08T15:41:26Z | - |
dc.date.available | 2014-12-08T15:41:26Z | - |
dc.date.issued | 2003 | en_US |
dc.identifier.issn | 0323-3847 | en_US |
dc.identifier.uri | http://hdl.handle.net/11536/28192 | - |
dc.identifier.uri | http://dx.doi.org/10.1002/bimj.200390003 | en_US |
dc.description.abstract | In this paper we consider maximum likelihood analysis of generalized growth curve model with the Box-Cox transformation when the covariance matrix has AR(q) dependence structure with grouping variances. The covariance matrix under consideration is Sigma = DsigmaCDsigma where C is the correlation matrix with stationary autoregression process of order q, q < p and D-σ is a diagonal matrix with p elements divided into g(&LE; p) groups, i.e., D-σ is a function of {σ(1),..., σ(g)} and -1 < p < 1 and σ(l), l = 1,...g, are unknown. We consider both parameter estimation and prediction of future values. Results are illustrated with real and simulated data. | en_US |
dc.language.iso | en_US | en_US |
dc.subject | Box-Cox transformation | en_US |
dc.subject | heteroscedasticity | en_US |
dc.subject | maximum likelihood estimates | en_US |
dc.subject | predictions | en_US |
dc.subject | simulations | en_US |
dc.title | Estimation and prediction of generalized growth curve with grouping variances in AR(q) dependence structure | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.1002/bimj.200390003 | en_US |
dc.identifier.journal | BIOMETRICAL JOURNAL | en_US |
dc.citation.volume | 45 | en_US |
dc.citation.issue | 2 | en_US |
dc.citation.spage | 165 | en_US |
dc.citation.epage | 181 | en_US |
dc.contributor.department | 統計學研究所 | zh_TW |
dc.contributor.department | Institute of Statistics | en_US |
dc.identifier.wosnumber | WOS:000181948400004 | - |
dc.citation.woscount | 1 | - |
Appears in Collections: | Articles |
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