Structure identification for a linearly structured covariance matrix: part II

cris.virtual.author-orcid0000-0001-9675-973X
cris.virtualsource.author-orcid1fe9b477-cfe7-4f84-8ce8-623637148ff1
dc.abstract.enCovariance 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.
dc.affiliationWydział Rolnictwa, Ogrodnictwa i Biotechnologii
dc.affiliation.instituteKatedra Metod Matematycznych i Statystycznych
dc.contributor.authorMieldzioc, Adam
dc.date.access2025-09-04
dc.date.accessioned2025-09-04T07:13:03Z
dc.date.available2025-09-04T07:13:03Z
dc.date.copyright2023-12-29
dc.date.issued2023
dc.description.abstract<jats:title>Summary</jats:title> <jats: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.</jats:p>
dc.description.accesstimeat_publication
dc.description.bibliographyil., bibliogr.
dc.description.financepublication_nocost
dc.description.financecost0,00
dc.description.number2
dc.description.points20
dc.description.versionfinal_published
dc.description.volume60
dc.identifier.doi10.2478/bile-2023-0014
dc.identifier.issn1896-3811
dc.identifier.urihttps://sciencerep.up.poznan.pl/handle/item/4608
dc.identifier.weblinkhttps://reference-global.com/article/10.2478/bile-2023-0014
dc.languageen
dc.pbn.affiliationagriculture and horticulture
dc.relation.ispartofBiometrical Letters
dc.relation.pages201-209
dc.rightsCC-BY-NC-ND
dc.sciencecloudnosend
dc.share.typeOPEN_JOURNAL
dc.subject.encovariance structure
dc.subject.encompound symmetry matrix
dc.subject.enbanded Toeplitz matrix
dc.subject.enidentification
dc.subject.enentropy loss function
dc.titleStructure identification for a linearly structured covariance matrix: part II
dc.typeJournalArticle
dspace.entity.typePublication
oaire.citation.issue2
oaire.citation.volume60