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Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data - MaRDI portal

Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data (Q5094257)

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scientific article; zbMATH DE number 7566509
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Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data
scientific article; zbMATH DE number 7566509

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    Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data (English)
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    2 August 2022
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    adaptive banding structure
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    biconvex
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    block Cholesky decomposition
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    high-dimensional longitudinal data
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    precision matrix
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