Covariance matrix regularization for banded Toeplitz structure via Frobenius-norm discrepancy

DOI10.1007/978-3-030-17519-1_9MaRDI QIDQ2009622zbMATH OpenOpenAlexFDO

Authors Xiangzhao Cui, Zhenyang Li, Jine Zhao, Defei Zhang, Jianxin Pan

Publication date 29 November 2019

Full work available at URL https://www.research.manchester.ac.uk/portal/en/publications/covariance-matrix-regularization-for-banded-toeplitz-structure-via-frobeniusnorm-discrepancy(c5228a94-8178-4a78-a9d2-be14a23d1952).html

zbMATH Keywords

covariance matrix structureFrobenius normregularizationToeplitz structure

Mathematics Subject Classification ID

Toeplitz, Cauchy, and related matrices (15B05) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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