Approximation with a Kronecker product structure with one component as compound symmetry or autoregression
DOI10.1016/j.laa.2018.08.031zbMath1402.62117OpenAlexW2888979121MaRDI QIDQ1794311
Katarzyna Filipiak, Daniel Klein
Publication date: 15 October 2018
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2018.08.031
Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)
Related Items (3)
Cites Work
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- Covariance structure regularization via Frobenius-norm discrepancy
- On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
- The likelihood ratio test for a separable covariance matrix
- A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
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