On Estimation of Covariance Matrices With Kronecker Product Structure
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Cited in
(48)- Covariate-adjusted tensor classification in high dimensions
- Inference for time-varying signals using locally stationary processes
- Independent component analysis for tensor-valued data
- Factor models for matrix-valued high-dimensional time series
- Covariance estimation via sparse Kronecker structures
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- Spiked separable covariance matrices and principal components
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
- Gemini: graph estimation with matrix variate normal instances
- Compressed covariance estimation with automated dimension learning
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
- Estimating MIMO channel covariances from training data under the Kronecker model
- Separable covariance arrays via the Tucker product, with applications to multivariate relational data
- Kronecker-structured covariance models for multiway data
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
- A test for Kronecker product structure covariance matrix
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
- JADE for Tensor-Valued Observations
- scientific article; zbMATH DE number 5072380 (Why is no real title available?)
- Multilinear common component analysis via Kronecker product representation
- ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM
- Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees
- Maximum likelihood estimation for tensor normal models via castling transforms
- Testing a block exchangeable covariance matrix
- Dimension of Marginals of Kronecker Product Models
- Separable expansions for covariance estimation via the partial inner product
- Hybrid Kronecker Product Decomposition and Approximation
- Covariance Estimation for Matrix-valued Data
- A Quantum Parallel Markov Chain Monte Carlo
- Classifying Image Sequences with the Markov Chain Structure and Matrix Normal Distributions
- Discrepancy between structured matrices in the power analysis of a separability test
- Statistical modeling of Peromyscus maniculatus (deer mouse) amounts per trap with spatiotemporal data
- Tensor Mixed Effects Model With Application to Nanomanufacturing Inspection
- Rational maximum likelihood estimators of Kronecker covariance matrices
- The spatial-temporal lag model of matrix-valued time series and its application
- Near optimal sample complexity for matrix and tensor normal models via geodesic convexity
- Testing Kronecker product covariance matrices for high-dimensional matrix-variate data
- Robust two-way dimension reduction by Grassmannian barycenter
- Structured regularization covariance estimation in tensor-valued data analysis
- Information geometry and asymptotics for Kronecker covariances
- Robust Covariance Estimation and Explainable Outlier Detection for Matrix-Valued Data
- Test for a general trilinear hypothesis in the generalized growth curve model
- Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
- Robust matrix factor analysis method with adaptive parameter adjustment using Cauchy weighting
- Separable covariance models for health care quality measures across years and topics
- Inner-envelope matrix autoregression
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
- Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
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