“…We use the following multivariate nonparametric longitudinal model to describe such data: where μ ( t i j )=( μ 1 ( t i j ), μ 2 ( t i j ),…, μ q ( t i j )) T is the population mean vector of y i ( t i j ), and ϵ i ( t i j )=( ϵ i 1 ( t i j ), ϵ i 2 ( t i j ),…, ϵ i q ( t i j )) T is the q ‐dimensional error term with the covariance matrix function Σ( s , t )=Cov( ϵ i ( s ), ϵ i ( t )) for any s , t ∈[0, T ]. By the estimation procedure in Xiang, Qiu, and Pu, we can obtain estimates of μ ( t ) and Σ( s , t ) by the algorithm below. - Step 1.
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