Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data (Q5094257)
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scientific article; zbMATH DE number 7566509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data |
scientific article; zbMATH DE number 7566509 |
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Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data (English)
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2 August 2022
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adaptive banding structure
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biconvex
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block Cholesky decomposition
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high-dimensional longitudinal data
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precision matrix
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