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Semiparametric estimation of covariance matrixes for longitudinal data
Jianqing Fan
, Yichao Wu
Operations Research & Financial Engineering
Bendheim Center for Finance
Center for Statistics & Machine Learning
Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
69
Scopus citations
Overview
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Mathematics
Semiparametric Estimation
82%
Longitudinal Data
68%
Covariance matrix
58%
Quasi-maximum Likelihood
56%
Correlation Function
44%
Irregular
41%
Maximum Likelihood Estimator
37%
Sparse Data
29%
Consistency Conditions
27%
Context
26%
Varying Coefficients
26%
Variance Function
26%
Robust Estimators
24%
Covariance Function
24%
Semiparametric Model
24%
Covariance Structure
24%
Regression Function
22%
Data Structures
21%
Rough
20%
Asymptotic Normality
20%
Estimate
19%
Asymptotic Properties
18%
Regression Model
17%
Simulation Study
15%
Model
14%
Unknown
13%
Range of data
13%
Business & Economics
Longitudinal Data
100%
Semiparametric Estimation
87%
Covariance Matrix
71%
Quasi-maximum Likelihood Estimator
63%
Robust Estimators
29%
Semiparametric Model
28%
Asymptotic Normality
28%
Asymptotic Properties
26%
Simulation Study
20%
Regression Model
17%
Coefficients
15%