Structure identification for a linearly structured covariance matrix: part II
cris.virtual.author-orcid | 0000-0001-9675-973X | |
cris.virtualsource.author-orcid | 1fe9b477-cfe7-4f84-8ce8-623637148ff1 | |
dc.abstract.en | 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. | |
dc.affiliation | Wydział Rolnictwa, Ogrodnictwa i Biotechnologii | |
dc.affiliation.institute | Katedra Metod Matematycznych i Statystycznych | |
dc.contributor.author | Mieldzioc, Adam | |
dc.date.access | 2025-09-04 | |
dc.date.accessioned | 2025-09-04T07:13:03Z | |
dc.date.available | 2025-09-04T07:13:03Z | |
dc.date.copyright | 2023-12-29 | |
dc.date.issued | 2023 | |
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.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 | 60 | |
dc.identifier.doi | 10.2478/bile-2023-0014 | |
dc.identifier.issn | 1896-3811 | |
dc.identifier.uri | https://sciencerep.up.poznan.pl/handle/item/4608 | |
dc.identifier.weblink | https://reference-global.com/article/10.2478/bile-2023-0014 | |
dc.language | en | |
dc.pbn.affiliation | agriculture and horticulture | |
dc.relation.ispartof | Biometrical Letters | |
dc.relation.pages | 201-209 | |
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: part II | |
dc.type | JournalArticle | |
dspace.entity.type | Publication | |
oaire.citation.issue | 2 | |
oaire.citation.volume | 60 |