Work

Robust estimation of joint mean and scale covariance models with moving average Cholesky decomposition for longitudinal data

Year: 2026

Type: article

Source: Journal of Statistical Computation and Simulation

DOI: 10.1080/00949655.2026.2689755

Author: Fei Lu

Institution: Zhejiang Sci-Tech University

Language: English

Topic: Statistical Methods and Bayesian Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Zhejiang Province

Awards: G3627634411, 多响应纵向数据下协方差矩阵的ARMA 型Cholesky 分解方法, G7866795724

OpenAlex ID: W7165045847

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Cites: 25

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