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Dynamical correlation for multivariate longitudinal data.
- Article from:
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Journal of the American Statistical Association
- Article date:
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September 1, 2005
- Author:
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;
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Copyright informationCOPYRIGHT 2005 American Statistical Association. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
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Nonparametric methodology for longitudinal data analysis is becoming increasingly popular. The analysis of multivariate longitudinal data, where data on several time courses are recorded for each subject, has received considerably less attention, despite its importance for practical data analysis. In particular, there is a need for measures and estimates to capture dependency between the components of vector-valued longitudinal data. We propose and analyze a simple and effective nonparametric method to quantify the covariation of components of multivariate longitudinal observations, which are viewed as realizations of a random process. This includes the notion of a correlation between ...
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