[
Anderson T. W. (1973): Asymptotically Efficient Estimation of Covariance Matrices with Linear Structure. The Annals of Statistics 1(1): 135–141.
]Search in Google Scholar
[
Cui X., Li X., Zhao J., Zeng L., Zhang D., Pan J. (2016): Covariance structure regularization via Frobenius norm discrepancy. Linear Algebra and its Application 510: 124–145.
]Search in Google Scholar
[
Dey D.K., Srinivasan C. (1985): Estimation of a covariance matrix under Stein’s loss. The Annals of Statistics 13(4): 1581–1591.
]Search in Google Scholar
[
Filipiak K., Klein D., Markiewicz A., Mokrzycka M. (2021): Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function. Linear algebra and its Applications 610: 625—646.
]Search in Google Scholar
[
James W., Stein C. (1961): Estimation with quadratic loss. In: Neyman, J. (ed.) Proceedings of the Fourth Berkeley Symposium. In: Mathematical Statistics and Probability, 1: 361–379. The Statistical Laboratory, University of California Press.
]Search in Google Scholar
[
Janiszewska M., Markiewicz A., Mokrzycka, M. (2020): Block Matrix Approximation Via Entropy Loss Function. Applications of Mathematics 65: 829—844.
]Search in Google Scholar
[
Ledoit O., Wolf M. (2004): A well-conditioned estimator for large-dimensional covariance matrices. Journal of Multivariate Analysis 88(2): 365–411.
]Search in Google Scholar
[
Lin L., Higham N. J., Pan J. (2014): Covariance structure regularization via entropy loss function. Computational Statistics and Data Analysis 72: 315–327.
]Search in Google Scholar
[
Magnus J., Neudecker H. (1986): Symmetry, 0-1 matrices and Jacobians, a review. Econometric Theory 2: 157–190.
]Search in Google Scholar
[
Mieldzioc A. (2022): Structure identification for a linearly structured covariance matrix. Biometrical Letters 59(2): 159–169.
]Search in Google Scholar
[
Mieldzioc A., Mokrzycka M., Sawikowska A. (2019): Covariance regularization for metabolomic data on the drought resistance of barley. Biometrical Letters 56(2): 165–181.
]Search in Google Scholar
