Semiparametric model for covariance regression analysis
DOI10.1016/J.CSDA.2019.106815OpenAlexW2969027719MaRDI QIDQ2008100FDOQ2008100
Authors: Jin Liu, Yingying Ma, Hansheng Wang 
Publication date: 22 November 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2019.106815
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covariance estimationinformation criterionadjacency matrixcovariance regressiontime varying coefficient
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)
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Cited In (3)
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