Structure identification for a linearly structured covariance matrix

Publié en ligne: 30 déc. 2022

Pages: 159 - 169

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

Mots clés

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.