Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Canonical Representation of Block Matrices with Applications to
  Covariance and Correlation Matrices   We obtain a canonical representation for block matrices. The representation
facilitates simple computation of the determinant, the matrix inverse, and
other powers of a block matrix, as well as the matrix logarithm and the matrix
exponential. These results are particularly useful for block covariance and
block correlation matrices, where evaluation of the Gaussian log-likelihood and
estimation are greatly simplified. We illustrate this with an empirical
application using a large panel of daily asset returns. Moreover, the
representation paves new ways to regularizing large covariance/correlation
matrices, test block structures in matrices, and estimate regressions with many
variables.

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The categories of this paper are: eess
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The categories of this paper are: patt-sol
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The categories of this paper are: hep-ex
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The categories of this paper are: solv-int
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The categories of this paper are: alg-geom
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The categories of this paper are: quant-ph
2
The categories of this paper are: math
10
The categories of this paper are: q-bio
5
The categories of this paper are: gr-qc
37
The categories of this paper are: supr-con
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The categories of this paper are: math-ph
31
The categories of this paper are: ao-sci
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The categories of this paper are: hep-lat
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The categories of this paper are: cmp-lg
0
The categories of this paper are: hep-ph
4
The categories of this paper are: cond-mat