scientific article; zbMATH DE number 7007503
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Publication:4615518
zbMath1406.15028MaRDI QIDQ4615518
Aneta Sawikowska, Adam Mieldzioc, Katarzyna Filipiak, Augustyn Markiewicz
Publication date: 29 January 2019
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Estimation in multivariate analysis (62H12) Numerical computation of matrix norms, conditioning, scaling (65F35) Toeplitz, Cauchy, and related matrices (15B05)
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The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model ⋮ Block matrix approximation via entropy loss function. ⋮ Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
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Cites Work
- Covariance structure regularization via Frobenius-norm discrepancy
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- Projections onto convex cones in Hilbert space
- Balance and orthogonality in designs for mixed classification models
- Covariance structure regularization via entropy loss function
- Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation
- Accuracy and Stability of Numerical Algorithms
- Unitary congruence automorphisms of the space of Toeplitz matrices
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