Received January 29, 2020. Published online November 2, 2020.
Abstract: 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.
Keywords: approximation; block covariance structure; entropy loss function
Affiliations: Malwina Janiszewska, Augustyn Markiewicz (corresponding author), Department of Mathematical and Statistical Methods, Poznań University of Life Sciences, Wojska Polskiego 28, 60-637 Poznań, Poland, e-mail: email@example.com; Monika Mokrzycka (http://orcid.org/0000-0002-4512-845X), Institute of Plant Genetics, Polish Academy of Sciences, Strzeszyńska 34, 60-479 Poznań, Poland.