Structure identification for a linearly structured covariance matrix
| cris.virtual.author-orcid | 0000-0001-9675-973X | |
| cris.virtualsource.author-orcid | 1fe9b477-cfe7-4f84-8ce8-623637148ff1 | |
| dc.abstract.en | Linearly structured covariance matrices are widely used in multivariate analysis. The covariance structure can be chosen from a class of linear structures. Therefore, the optimal structure is identified in terms of minimizing the discrepancy function. In this research, the entropy loss function is used as the discrepancy function. We give a methodology and algorithm for determining the optimal structure from the class of structures under consideration. The accuracy of the proposed method is checked using a simulation study. | |
| dc.affiliation | Wydział Rolnictwa, Ogrodnictwa i Bioinżynierii | |
| dc.affiliation.institute | Katedra Metod Matematycznych i Statystycznych | |
| dc.contributor.author | Mieldzioc, Adam | |
| dc.date.access | 2025-11-12 | |
| dc.date.accessioned | 2025-11-12T10:33:38Z | |
| dc.date.available | 2025-11-12T10:33:38Z | |
| dc.date.copyright | 2022-12-13 | |
| dc.date.issued | 2022 | |
| dc.description.abstract | <jats:title>Summary</jats:title> <jats:p>Linearly structured covariance matrices are widely used in multivariate analysis. The covariance structure can be chosen from a class of linear structures. Therefore, the optimal structure is identified in terms of minimizing the discrepancy function. In this research, the entropy loss function is used as the discrepancy function. We give a methodology and algorithm for determining the optimal structure from the class of structures under consideration. The accuracy of the proposed method is checked using a simulation study.</jats:p> | |
| dc.description.accesstime | at_publication | |
| dc.description.bibliography | il., bibliogr. | |
| dc.description.finance | publication_nocost | |
| dc.description.financecost | 0,00 | |
| dc.description.number | 2 | |
| dc.description.points | 20 | |
| dc.description.version | final_published | |
| dc.description.volume | 59 | |
| dc.identifier.doi | 10.2478/bile-2022-0011 | |
| dc.identifier.eissn | 2199-577X | |
| dc.identifier.issn | 1896-3811 | |
| dc.identifier.uri | https://sciencerep.up.poznan.pl/handle/item/5839 | |
| dc.identifier.weblink | https://reference-global.com/article/10.2478/bile-2022-0011 | |
| dc.language | en | |
| dc.pbn.affiliation | agriculture and horticulture | |
| dc.relation.ispartof | Biometrical Letters | |
| dc.relation.pages | 159-169 | |
| dc.rights | CC-BY-NC-ND | |
| dc.sciencecloud | nosend | |
| dc.share.type | OPEN_JOURNAL | |
| dc.subject.en | covariance structure | |
| dc.subject.en | compound symmetry matrix | |
| dc.subject.en | banded Toeplitz matrix | |
| dc.subject.en | identification | |
| dc.subject.en | entropy loss function | |
| dc.title | Structure identification for a linearly structured covariance matrix | |
| dc.type | JournalArticle | |
| dspace.entity.type | Publication | |
| oaire.citation.issue | 2 | |
| oaire.citation.volume | 59 |