Pages that link to "Item:Q4567649"

The following pages link to On Estimation of Covariance Matrices With Kronecker Product Structure (Q4567649):

Displaying 27 items.

• Covariate-Adjusted Tensor Classification in High-Dimensions (Q131930) (← links)
• Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
• Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure (Q900816) (← links)
• Inference for time-varying signals using locally stationary processes (Q1631413) (← links)
• Independent component analysis for tensor-valued data (Q1679572) (← links)
• Factor models for matrix-valued high-dimensional time series (Q1739643) (← links)
• Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
• Spiked separable covariance matrices and principal components (Q2039807) (← links)
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function (Q2228128) (← links)
• Gemini: graph estimation with matrix variate normal instances (Q2249840) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
• Estimating MIMO channel covariances from training data under the Kronecker model (Q2377675) (← links)
• Kronecker-structured covariance models for multiway data (Q2678238) (← links)
• Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
• A test for Kronecker product structure covariance matrix (Q2688652) (← links)
• JADE for Tensor-Valued Observations (Q3391095) (← links)
• Multilinear Common Component Analysis via Kronecker Product Representation (Q5033557) (← links)
• Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees (Q5066457) (← links)
• Maximum likelihood estimation for tensor normal models via castling transforms (Q5093810) (← links)
• Testing a block exchangeable covariance matrix (Q5147571) (← links)
• Discrepancy between structured matrices in the power analysis of a separability test (Q6554260) (← links)
• Statistical modeling of Peromyscus maniculatus (deer mouse) amounts per trap with spatiotemporal data (Q6579489) (← links)
• Tensor Mixed Effects Model With Application to Nanomanufacturing Inspection (Q6636532) (← links)
• Rational maximum likelihood estimators of Kronecker covariance matrices (Q6643194) (← links)
• The spatial-temporal lag model of matrix-valued time series and its application (Q6654108) (← links)