Alternative Cholesky Decomposition and family of scale mixture of Normal distribution: A joint modeling approach

• Published in: Signal processing Vol. 238; p. 110207
• Main Authors: Ribeiro, Vinícius Silva Osterne, Bombrun, Lionel, Nobre, Juvêncio Santos, Cavalcante, Charles Casimiro, Berthoumieu, Yannick
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.01.2026
• Subjects: Cholesky Decomposition; Repeated measures; Robust estimation; Scale mixture of normal distribution; Cholesky Decomposition; Robust estimation; Repeated measures; Scale mixture of normal distribution

In Statistics, the analysis of longitudinal data is essential across various domains, including biomedical and agricultural research. Joint mean-covariance models have been widely used to capture within-subject dependence, often by parametrizing the scatter matrix via the Modified Cholesky Decomposi...