Covariance matrix regularization for banded Toeplitz structure via Frobenius-norm discrepancy

DOI10.1007/978-3-030-17519-1_9zbMath1433.62139OpenAlexW2594656581MaRDI QIDQ2009622

Xiangzhao Cui, Jine Zhao, Defei Zhang, Zhenyang Li, Jian-Xin Pan

Publication date: 29 November 2019

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/covariance-matrix-regularization-for-banded-toeplitz-structure-via-frobeniusnorm-discrepancy(c5228a94-8178-4a78-a9d2-be14a23d1952).html

zbMATH Keywords

regularizationFrobenius normToeplitz structurecovariance matrix structure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Toeplitz, Cauchy, and related matrices (15B05)

This page was built for publication: Covariance matrix regularization for banded Toeplitz structure via Frobenius-norm discrepancy