A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data | |
Lv, Jing[1]; Guo, Chaohui[2]; Yang, Hu[3]; Li, Yalian[3] | |
2017 | |
卷号 | 112页码:129-144 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/3194592 |
专题 | 重庆大学 |
推荐引用方式 GB/T 7714 | Lv, Jing[1],Guo, Chaohui[2],Yang, Hu[3],et al. A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data[J],2017,112:129-144. |
APA | Lv, Jing[1],Guo, Chaohui[2],Yang, Hu[3],&Li, Yalian[3].(2017).A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data.,112,129-144. |
MLA | Lv, Jing[1],et al."A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data".112(2017):129-144. |
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