Core shrinkage covariance estimation for matrix-variate data

DOI10.1093/jrsssb/qkad070MaRDI QIDQ6627082

Peter D. Hoff, Anru R. Zhang, Andrew McCormack

Publication date: 29 October 2024

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

whiteningmatrix square rootequivarianceKronecker productmatrix decompositiondecorrelation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Rational maximum likelihood estimators of Kronecker covariance matrices

This page was built for publication: Core shrinkage covariance estimation for matrix-variate data