Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data

DOI10.1002/CJS.11598MaRDI QIDQ5094257zbMATH OpenOpenAlexFDO

Authors Fang Qian, Weiping Zhang, Yu Chen

Publication date 2 August 2022

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.11598

zbMATH Keywords

adaptive banding structurebiconvexblock Cholesky decompositionhigh-dimensional longitudinal dataprecision matrix

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

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