Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data

DOI10.1002/cjs.11598zbMath1492.62098OpenAlexW3131585465MaRDI QIDQ5094257

Weiping Zhang, Fang Qian, Yu Chen

Publication date: 2 August 2022

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

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

zbMATH Keywords

precision matrixblock Cholesky decompositionbiconvexhigh-dimensional longitudinal dataadaptive banding structure

Mathematics Subject Classification ID

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

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