Jing Lv, Chaohui Guo, Hu Yang, Yalian Li. A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data. Computational Statistics & Data Analysis, 112:129-144, 2017. [doi]
@article{LvGYL17,
title = {A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data},
author = {Jing Lv and Chaohui Guo and Hu Yang and Yalian Li},
year = {2017},
doi = {10.1016/j.csda.2017.02.015},
url = {https://doi.org/10.1016/j.csda.2017.02.015},
researchr = {https://researchr.org/publication/LvGYL17},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {112},
pages = {129-144},
}