Structure identification for a linearly structured covariance matrix
Author:
Affiliation:
1. Department of Mathematical and Statistical Methods , Poznań University of Life Sciences , Wojska Polskiego 28 , Poznań , Poland
Abstract
Publisher
Walter de Gruyter GmbH
Link
https://www.sciendo.com/pdf/10.2478/bile-2022-0011
Reference11 articles.
1. Anderson T. W. (1973): Asymptotically Efficient Estimation of Covariance Matrices with Linear Structure. The Annals of Statistics 1(1): 135–141.10.1214/aos/1193342389
2. Cui X., Li X., Zhao J., Zeng L., Zhang D., Pan J. (2016): Covariance structure regularization via Frobenius norm discrepancy. Linear Algebra Appl. 510: 124–145.10.1016/j.laa.2016.08.013
3. Dey D.K., Srinivasan C. (1985): Estimation of a covariance matrix under Stein's loss. The Annals of Statistic 13(4): 1581–1591.10.1214/aos/1176349756
4. Filipiak K., Klein D., Markiewicz A., Mokrzycka M. (2021): Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function. Linear algebra and its applications 610: 625—646.10.1016/j.laa.2020.10.013
5. James W., Stein C. (1961): Estimation with quadratic loss. In: Neyman, J. (ed.) Proceedings of the Fourth Berkeley Symposium. In: Mathematical Statistics and Probability, 1: 361–379. The Statistical Laboratory, University of California Press.
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1. Estimation methods for a linearly structured covariance matrix;Biometrical Letters;2023-12-01
2. Structure identification for a linearly structured covariance matrix: part II;Biometrical Letters;2023-12-01
3. Structures of the covariance matrix: An overview;Biometrical Letters;2022-12-01
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