<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>Covariance matrices with a linear structure are widely used in multivariate analysis. The choice of covariance structure can be made from a set of possible linear structures. As a result, the most appropriate structure is determined by minimizing the discrepancy function. This paper is a continuation of previous work on identifying linear structures with an entropy loss function as a discrepancy function. We present extensive simulation studies on the correctness of identification with the assumed pentagonal banded Toeplitz structure.</p>
</abstract>

Covariance matrices with a linear structure are widely used in multivariate analysis. The choice of covariance structure can be made from a set of possible linear structures. As a result, the most appropriate structure is determined by minimizing the discrepancy function. This paper is a continuation of previous work on identifying linear structures with an entropy loss function as a discrepancy function. We present extensive simulation studies on the correctness of identification with the assumed pentagonal banded Toeplitz structure.

Structure identification for a linearly structured covariance matrix: part II

Department of Mathematical and Statistical Methods

Biometrical Letters

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

{"article-title":"Structure identification for a linearly structured covariance matrix: part II"}

Covariance matrices with a linear structure are widely used in multivariate analysis. The choice of covariance structure can be made from a set of possible...

Structure identification for a linearly structured covariance matrix: part II

Online veröffentlicht: 29. Dez. 2023

Seitenbereich: 201 - 209

DOI: https://doi.org/10.2478/bile-2023-0014

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

© 2023 Adam Mieldzioc, published by Sciendo

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

Structure identification for a linearly structured covariance matrix: part II

Online veröffentlicht: 29. Dez. 2023

Seitenbereich: 201 - 209

DOI: https://doi.org/10.2478/bile-2023-0014

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

© 2023 Adam Mieldzioc, published by Sciendo

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

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