Adaptive banding covariance estimation for high-dimensional multivariate longitudinal data

Qian, F; Zhang, WP; Chen, Y

Zhang, WP (corresponding author), Univ Sci & Technol China, Dept Stat & Finance, Hefei, Peoples R China.

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, ; ():

Abstract

Modelling the covariance matrix of multiple responses in longitudinal data plays a vital role. It is more challenging than its univariate counterpart ......

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