Estimation methods 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 | Covariance matrices with a linear structure are widely used in multivariate analysis. The choice of the most appropriate covariance structure can be made from a class of possible linear structures. Once we have made the choice, an important question is how we can estimate the covariance matrix for a given covariance structure. This article describes methods used to estimate the structured covariance matrix, and indicates the advantages and disadvantages of the selected methods. | |
| dc.affiliation | Wydział Rolnictwa, Ogrodnictwa i Biotechnologii | |
| dc.affiliation.institute | Katedra Metod Matematycznych i Statystycznych | |
| dc.contributor.author | Mieldzioc, Adam | |
| dc.date.access | 2025-09-02 | |
| dc.date.accessioned | 2025-09-02T09:04:44Z | |
| dc.date.available | 2025-09-02T09:04:44Z | |
| 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 the most appropriate covariance structure can be made from a class of possible linear structures. Once we have made the choice, an important question is how we can estimate the covariance matrix for a given covariance structure. This article describes methods used to estimate the structured covariance matrix, and indicates the advantages and disadvantages of the selected methods.</jats:p> | |
| dc.description.accesstime | at_publication | |
| dc.description.bibliography | 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-2023-0016 | |
| dc.identifier.issn | 1896-3811 | |
| dc.identifier.uri | https://sciencerep.up.poznan.pl/handle/item/4578 | |
| dc.identifier.weblink | https://sciendo.com/pl/article/10.2478/bile-2023-0016 | |
| dc.language | en | |
| dc.pbn.affiliation | agriculture and horticulture | |
| dc.relation.ispartof | Biometrical Letters | |
| dc.relation.pages | 217-223 | |
| dc.rights | CC-BY-NC-ND | |
| dc.sciencecloud | send | |
| dc.share.type | OPEN_JOURNAL | |
| dc.subject.en | covariance structure | |
| dc.subject.en | estimation | |
| dc.subject.en | shrinkage method | |
| dc.title | Estimation methods for a linearly structured covariance matrix | |
| dc.type | JournalArticle | |
| dspace.entity.type | Publication | |
| oaire.citation.issue | 2 | |
| oaire.citation.volume | 60 |