Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition

Published:2023-12-11 Issue: Volume: Page:1-26
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Dai Deliang¹,Hao Chengcheng²,Jin Shaobo³⁴,Liang Yuli¹

Affiliation:

1. Department of Economics and Statistics, Linnaeus University, Växjö, Sweden

2. Department of Data Science, School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, People's Republic of China

3. Department of Statistics, Uppsala University, Uppsala, Sweden

4. Department of Mathematics, Uppsala University, Uppsala, Sweden

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2023.2291536

Reference32 articles.

1. Estimation and testing in general multivariate linear models with Kronecker product covariance structure;Srivastava MS;Sankhyā: Indian J Stat Ser A,2009

2. A multi-dimensional scaling approach to shape analysis

3. On Estimation of Covariance Matrices With Kronecker Product Structure

4. Comparing unconstrained parametrization methods for return covariance matrix prediction

5. An improved banded estimation for large covariance matrix

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP