Nonparametric covariance estimation for mixed longitudinal studies, with applications in midlife women's health

Anru Zhang, Kehui Chen
2022 Statistica sinica  
Motivated by applications of mixed longitudinal studies, where a group of subjects entering the study at different ages (cross-sectional) are followed for successive years (longitudinal), we consider nonparametric covariance estimation with samples of noisy and partially-observed functional trajectories. The proposed algorithm is based on a sequential-aggregation scheme, which is noniterative, with only basic matrix operations and closed-form solutions in each step. The good performance of the
more » ... performance of the proposed method is supported by both theory and numerical experiments. We also apply the proposed procedure to a midlife women's working memory study based on the data from the Study of Women's Health Across the Nation (SWAN).
doi:10.5705/ss.202019.0219 fatcat:dwbp6764kffnharzr6i73sebvq