{"title":"利用修正的 Cholesky 分解对 Kronecker 结构协方差矩阵进行正则化估计","authors":"Deliang Dai, Chengcheng Hao, Shaobo Jin, Yuli Liang","doi":"10.1080/00949655.2023.2291536","DOIUrl":null,"url":null,"abstract":"In this paper, we study a Kronecker structured model for covariance matrices when data are matrix-valued. Using the modified Cholesky decomposition for Kronecker structured covariance matrix, we pr...","PeriodicalId":50040,"journal":{"name":"Journal of Statistical Computation and Simulation","volume":null,"pages":null},"PeriodicalIF":1.1000,"publicationDate":"2023-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition\",\"authors\":\"Deliang Dai, Chengcheng Hao, Shaobo Jin, Yuli Liang\",\"doi\":\"10.1080/00949655.2023.2291536\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we study a Kronecker structured model for covariance matrices when data are matrix-valued. Using the modified Cholesky decomposition for Kronecker structured covariance matrix, we pr...\",\"PeriodicalId\":50040,\"journal\":{\"name\":\"Journal of Statistical Computation and Simulation\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2023-12-11\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Statistical Computation and Simulation\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/00949655.2023.2291536\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Computation and Simulation","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/00949655.2023.2291536","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
In this paper, we study a Kronecker structured model for covariance matrices when data are matrix-valued. Using the modified Cholesky decomposition for Kronecker structured covariance matrix, we pr...
期刊介绍：
Journal of Statistical Computation and Simulation ( JSCS ) publishes significant and original work in areas of statistics which are related to or dependent upon the computer.
Fields covered include computer algorithms related to probability or statistics, studies in statistical inference by means of simulation techniques, and implementation of interactive statistical systems.
JSCS does not consider applications of statistics to other fields, except as illustrations of the use of the original statistics presented.
Accepted papers should ideally appeal to a wide audience of statisticians and provoke real applications of theoretical constructions.
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