Block matrix approximation via entropy loss function.
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- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
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- scientific article; zbMATH DE number 4201485
Cites work
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
- Covariance structure regularization via entropy loss function
- Covariance structure regularization via Frobenius-norm discrepancy
- Estimation equations for multivariate linear models with Kronecker structured covariance matrices
- Estimation of a covariance matrix under Stein's loss
- Estimation with quadratic loss.
- Growth curve models and statistical diagnostics
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 7007504 (Why is no real title available?)
- scientific article; zbMATH DE number 2171896 (Why is no real title available?)
- Models with a Kronecker product covariance structure: estimation and testing
- On projection of a positive definite matrix on a cone of nonnegative definite Toeplitz matrices
- The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model
- The likelihood ratio test for a separable covariance matrix
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