The mle algorithm for the matrix normal distribution (Q4513011): Difference between revisions

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Latest revision as of 17:15, 30 May 2024

scientific article; zbMATH DE number 1526349
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English
The mle algorithm for the matrix normal distribution
scientific article; zbMATH DE number 1526349

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    The mle algorithm for the matrix normal distribution (English)
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    17 May 2001
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    separability of variance-covariance structure
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    two-stage algorithm
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    existence
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    stability
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    test of model adequacy
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    maximum likelihood estimation
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    matrix normal distribution
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