Quasi shrinkage estimation of a block-structured covariance matrix-Reference-Cited by-同舟云学术

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Quasi shrinkage estimation of a block-structured covariance matrix

Published:2024-07-03 Issue: Volume: Page:1-18
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Markiewicz A.¹^ORCID,Mokrzycka M.²^ORCID,Mrowińska M.³^ORCID

Affiliation:

1. Department of Mathematical and Statistical Methods, Poznań University of Life Sciences, Poznań, Poland

2. Institute of Plant Genetics, Polish Academy of Sciences, Poznań, Poland

3. Institute of Mathematics, Poznań University of Technology, Poznań, Poland

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2024.2367164

Reference37 articles.

1. Covariance structure regularization via Frobenius-norm discrepancy

2. Covariance structure regularization via entropy loss function

3. On Projection of a Positive Definite Matrix on a Cone of Nonnegative Definite Toeplitz Matrices

4. The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model

5. The likelihood ratio test for a separable covariance matrix

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