Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition

DOI10.1080/00949655.2023.2291536MaRDI QIDQ6967361zbMATH OpenFDO

Authors Deliang Dai, Chengcheng Hao, Shaobo Jin, Yuli Liang

Publication date 26 June 2025

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Mathematics Subject Classification ID

Statistics (62-XX)

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