Intuition suggests that altering the covariance structure of a parametric model for repeated-measures data alters the variances of the model's estimated mean parameters. The purpose of this article is ...

This is a preview. Log in through your library . Abstract The assumption of separability of the covariance operator for a random image or hypersurface can be of substantial use in applications, ...

The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...

Unfortunately, if you try to fit models of Form B or Form C without additional constraints, you cannot obtain unique estimates of the parameters. These models have four parameters (one coefficient and ...

Adaptive Asset Allocation boosts returns and manages risk with dynamic, rules-based portfolio strategies. Read here for more insights.