Nonparametric estimation of large covariance matrices of longitudinal data (Q2813898)

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Nonparametric estimation of large covariance matrices of longitudinal data
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    Nonparametric estimation of large covariance matrices of longitudinal data (English)
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    27 June 2016
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    Cholesky decomposition
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    covariance estimation
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    local polynomial regression
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    longitudinal study
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    order selection
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    varying-coefficient regression
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