The mle algorithm for the matrix normal distribution (Q4513011)
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scientific article; zbMATH DE number 1526349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mle algorithm for the matrix normal distribution |
scientific article; zbMATH DE number 1526349 |
Statements
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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