Nonparametric estimation of large covariance matrices of longitudinal data

DOI10.1093/biomet/90.4.831zbMath1436.62347OpenAlexW2008681993MaRDI QIDQ2813898

Wei-Biao Wu, Mohsen Pourahmadi

Publication date: 27 June 2016

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/90.4.831

zbMATH Keywords

local polynomial regressionCholesky decompositioncovariance estimationorder selectionlongitudinal studyvarying-coefficient regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Analysis of variance and covariance (ANOVA) (62J10)

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