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A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data.
Jing Lv
Chaohui Guo
Hu Yang
Yalian Li
Published in:
Comput. Stat. Data Anal. (2017)
Keyphrases
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moving average
quantile regression
autoregressive
least squares
cross validated
image segmentation
higher order