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Primary Article

Estimation of Large Covariance Matrices of Longitudinal Data With Basis Function Approximations

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Pages 189-209 | Published online: 01 Jan 2012

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Aramayis Dallakyan & Mohsen Pourahmadi. (2023) Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series. Journal of Computational and Graphical Statistics 32:1, pages 157-170.
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Xu Qin & Yu Q. Zhang. (2022) Non parametric covariance model with circular condition and its application. Communications in Statistics - Theory and Methods 51:22, pages 7819-7829.
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Yujing Shao, Wei Ma & Lei Wang. (2022) Robust statistical inference for longitudinal data with nonignorable dropouts. Statistics 56:5, pages 1072-1094.
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Dongyu Li & Lei Wang. (2022) Improved kth power expectile regression with nonignorable dropouts. Journal of Applied Statistics 49:11, pages 2767-2788.
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Yin Hang & Shu Liu. (2018) Non parametric regression analysis for longitudinal data with time-depending autoregressive error process. Communications in Statistics - Theory and Methods 47:18, pages 4503-4533.
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Jianhua Hu, Peng Wang & Annie Qu. (2015) Estimating and Identifying Unspecified Correlation Structure for Longitudinal Data. Journal of Computational and Graphical Statistics 24:2, pages 455-476.
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Jianhui Zhou & Annie Qu. (2012) Informative Estimation and Selection of Correlation Structure for Longitudinal Data. Journal of the American Statistical Association 107:498, pages 701-710.
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Wei Ma & Lei Wang. (2022) Smoothed quantile regression with nonignorable dropouts. Analysis and Applications 20:05, pages 859-894.
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Yujing Shao & Lei Wang. (2021) Generalized partial linear models with nonignorable dropouts. Metrika 85:2, pages 223-252.
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Wei Ma & Lei Wang. (2021) Improved composite quantile regression and variable selection with nonignorable dropouts. Random Matrices: Theory and Applications 11:01.
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Lei Wang & Wei Ma. (2020) Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts. Annals of the Institute of Statistical Mathematics 73:3, pages 623-647.
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Seongoh Park, Xinlei Wang & Johan Lim. (2021) Estimating high-dimensional covariance and precision matrices under general missing dependence. Electronic Journal of Statistics 15:2.
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Yehua Li, Ian Xu & Catherine Liu. 2021. Modern Statistical Methods for Health Research. Modern Statistical Methods for Health Research 353 379 .
Tayler A. Blake & Yoonkyung Lee. (2020) Nonparametric covariance estimation with shrinkage toward stationary models. WIREs Computational Statistics 12:6.
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Jiangli Wang, Yu Chen & Weiping Zhang. (2019) Parsimonious Mean-Covariance Modeling for Longitudinal Data with ARMA Errors. Journal of Systems Science and Complexity 32:6, pages 1675-1692.
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Peng WangJianhui ZhouAnnie Qu. (2016) Correlation structure selection for longitudinal data with diverging cluster size. Canadian Journal of Statistics 44:3, pages 343-360.
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Hyunkeun Cho, Hyokyoung Grace Hong & Mi-Ok Kim. (2016) Efficient quantile marginal regression for longitudinal data with dropouts. Biostatistics 17:3, pages 561-575.
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Yehua Li. 2013. Biological Knowledge Discovery Handbook. Biological Knowledge Discovery Handbook 501 518 .
Mohsen Pourahmadi. 2013. High-Dimensional Covariance Estimation. High-Dimensional Covariance Estimation 171 179 .
John S Yap, Yao Li, Kiranmoy Das, Jiahan Li & Rongling Wu. (2011) Functional mapping of reaction norms to multiple environmental signals through nonparametric covariance estimation. BMC Plant Biology 11:1.
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Mohsen Pourahmadi. (2011) Covariance Estimation: The GLM and Regularization Perspectives. Statistical Science 26:3.
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Yuanjia Wang. (2011) Flexible estimation of covariance function by penalized spline with application to longitudinal family data. Statistics in Medicine 30:15, pages 1883-1897.
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Y. Li. (2011) Efficient semiparametric regression for longitudinal data with nonparametric covariance estimation. Biometrika 98:2, pages 355-370.
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Jie Mao, Zhongyi Zhu & Wing K. Fung. (2011) Joint estimation of mean-covariance model for longitudinal data with basis function approximations. Computational Statistics & Data Analysis 55:2, pages 983-992.
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John Stephen Yap, Jianqing Fan & Rongling Wu. (2009) Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci. Biometrics 65:4, pages 1068-1077.
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Are C. Jensen, AsbjØrn Berge & Anne Schistad Solberg. (2008) Regression Approaches to Small Sample Inverse Covariance Matrix Estimation for Hyperspectral Image Classification. IEEE Transactions on Geoscience and Remote Sensing 46:10, pages 2814-2822.
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