Efficient Rank Inference Based on the Modified Cholesky Decomposition with Longitudinal Data

Jing LV, Chao Hui GUO, Hu YANG, Ting Ting LI

Acta Mathematica Sinica, Chinese Series ›› 2018, Vol. 61 ›› Issue (4) : 549-568.

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Acta Mathematica Sinica, Chinese Series ›› 2018, Vol. 61 ›› Issue (4) : 549-568. DOI: 10.12386/A2018sxxb0049

Efficient Rank Inference Based on the Modified Cholesky Decomposition with Longitudinal Data

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