High dimensional semiparametric estimate of latent covariance matrix for matrix-variate

DOI10.5705/SS.202016.0364zbMath1422.62253OpenAlexW2782376846MaRDI QIDQ5226649

Lu Niu, Jun-Long Zhao

Publication date: 1 August 2019

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202016.0364

zbMATH Keywords

Kronecker productrobust estimatematrix-variatelatent covariance (correlation) matrix

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

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Statistical inference on the significance of rows and columns for matrix-valued data in an additive model ⋮ Asymptotic properties on high-dimensional multivariate regression M-estimation

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