| Autor: |
Monika Mokrzycka, Malwina Janiszewska, Augustyn Markiewicz |
| Rok vydání: |
2020 |
| Předmět: |
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| Zdroj: |
Applications of Mathematics. 65:829-844 |
| Popis: |
The aim of the paper is to present a procedure for the approximation of a symmetric positive definite matrix by symmetric block partitioned matrices with structured off-diagonal blocks. The entropy loss function is chosen as approximation criterion. This procedure is applied in a simulation study of the statistical problem of covariance structure identification. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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