Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function

DOI10.1016/j.laa.2020.10.013zbMath1462.62358OpenAlexW3093397318WikidataQ110972372 ScholiaQ110972372MaRDI QIDQ2228128

Augustyn Markiewicz, Daniel Klein, Monika Mokrzycka, Katarzyna Filipiak

Publication date: 16 February 2021

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2020.10.013

zbMATH Keywords

approximationpositive definitenessKronecker productentropy loss functioncompound symmetryfirst-order autoregression

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Positive matrices and their generalizations; cones of matrices (15B48) Measures of information, entropy (94A17)

Related Items (2)

Block matrix approximation via entropy loss function. ⋮ Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings

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