Block matrix approximation via entropy loss function.

DOI10.21136/AM.2020.0023-20OpenAlexW3096153797WikidataQ110972425 ScholiaQ110972425MaRDI QIDQ2216240

Monika Mokrzycka, Augustyn Markiewicz, Malwina Janiszewska

Publication date: 15 December 2020

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21136/am.2020.0023-20

zbMATH Keywords

approximationentropy loss functionblock covariance structure

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Algebraic systems of matrices (15A30) Numerical linear algebra (65F99) Special matrices (15B99)

Cites Work

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• The likelihood ratio test for a separable covariance matrix
• The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model
• Estimation equations for multivariate linear models with Kronecker structured covariance matrices

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