The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model
Author:
Affiliation:
1. Institute of Mathematics, Poznań University of Technology, Poznań, Poland;
2. Department of Mathematical and Statistical Methods, Poznań University of Life Sciences, Poznań, Poland
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1614622
Reference11 articles.
1. Direct shrinkage estimation of large dimensional precision matrix
2. Covariance structure regularization via Frobenius-norm discrepancy
3. On Projection of a Positive Definite Matrix on a Cone of Nonnegative Definite Toeplitz Matrices
4. Fisher, T. 2009. On the Testing and Estimation of High-dimensional Covariance Matrices. Ph.D. Dissertation, Clemson University, USA.
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Quasi shrinkage estimation of a block-structured covariance matrix;Journal of Statistical Computation and Simulation;2024-07-03
2. Structures of the covariance matrix: An overview;Biometrical Letters;2022-12-01
3. Block matrix approximation via entropy loss function;Applications of Mathematics;2020-11-02
4. Comments on Maximum Likelihood Estimation and Projections Under Multivariate Statistical Models;Recent Developments in Multivariate and Random Matrix Analysis;2020
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
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3