Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis.
Shengji JiaChunming ZhangHaoran LuPublished in: J. Multivar. Anal. (2022)
Keyphrases
- semi parametric
- covariance matrix
- covariance matrices
- data analysis
- regression model
- gaussian processes
- density estimation
- regression problems
- statistical inference
- covariance function
- least squares
- gaussian process regression
- principal component analysis
- sample size
- linear model
- machine learning
- gaussian process
- objective function
- linear regression
- parametric models
- learning problems
- vector space
- model selection
- pairwise
- learning algorithm