Estimation of large covariance matrices of longitudinal data with basis function approximations

Journal of Computational and Graphical Statistics

Volumn 16, Issue 1, 2007, Pages 189-209

  Huang, Jianhua Z ^a   Liu, Linxu ^b   Liu, Naiping ^c  

^a TEXAS A AND M UNIVERSITY   (United States)

^b Wachovia Corp   (United States)

^c NONE

Author keywords

Basis expansion; BIC; Cholesky decomposition; Covariance estimation; Longitudinal study; Regression spline

Indexed keywords

EID: 34147222612     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186007X181452     Document Type: Article

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