Structure identification for a linearly structured covariance matrix

Published Online: Dec 30, 2022

Page range: 159 - 169

DOI: https://doi.org/10.2478/bile-2022-0011

Keywords

covariance structure, compound symmetry matrix, banded Toeplitz matrix, identification, entropy loss function

© 2022 Adam Mieldzioc, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.