Eigen structure of a new class of covariance and inverse covariance matrices

DOI10.3150/16-BEJ840MaRDI QIDQ2405151zbMATH OpenOpenAlexFDO

Authors Heather Battey

Publication date 21 September 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1495505088

zbMATH Keywords

precision matrixcovariance matrixspectral theorymatrix logarithm

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Random matrices (algebraic aspects) (15B52)

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Cited in

(3)

• Inducement of population sparsity
• Covariance Model with General Linear Structure and Divergent Parameters
• Estimating the covariance of random matrices

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