Nonparametric estimation of large covariance matrices of longitudinal data
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Publication:2813898
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
local polynomial regressionCholesky decompositioncovariance estimationorder selectionlongitudinal studyvarying-coefficient regression
Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Analysis of variance and covariance (ANOVA) (62J10)
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