The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model

DOI10.1080/03610918.2019.1614622OpenAlexW2945471985WikidataQ127855980 ScholiaQ127855980MaRDI QIDQ5088000

Mateusz John, Adam Mieldzioc

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1614622

zbMATH Keywords

projectionToeplitz matrixcovariance matrixshrinkage

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Block matrix approximation via entropy loss function.

Uses Software

• mctoolbox

Cites Work

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• Parametric modelling of growth curve data: An overview. (With comments)