Pages that link to "Item:Q4513011"
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The following pages link to The mle algorithm for the matrix normal distribution (Q4513011):
Displaying 50 items.
- sEparaTe (Q27240) (← links)
- Covariate-Adjusted Tensor Classification in High-Dimensions (Q131930) (← links)
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- A Penalized Likelihood Method for Classification With Matrix-Valued Predictors (Q149263) (← links)
- Restricted covariance priors with applications in spatial statistics (Q273651) (← links)
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
- Testing variance parameters in models with a Kronecker product covariance structure (Q312126) (← links)
- Model selection and estimation in the matrix normal graphical model (Q413758) (← links)
- On matrix-variate regression analysis (Q444987) (← links)
- Finite mixtures of matrix normal distributions for classifying three-way data (Q637984) (← links)
- Models with a Kronecker product covariance structure: estimation and testing (Q734557) (← links)
- Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data (Q746668) (← links)
- Two new matrix-variate distributions with application in model-based clustering (Q830561) (← links)
- Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure (Q900816) (← links)
- Transposable regularized covariance models with an application to missing data imputation (Q993250) (← links)
- An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing (Q1661328) (← links)
- Three skewed matrix variate distributions (Q1726824) (← links)
- Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
- On parsimonious models for modeling matrix data (Q2008114) (← links)
- Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
- Existence and uniqueness of the Kronecker covariance MLE (Q2054526) (← links)
- Matrix normal cluster-weighted models (Q2075727) (← links)
- Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series (Q2080360) (← links)
- Procrustes analysis for high-dimensional data (Q2103574) (← links)
- MatTransMix: an R package for matrix model-based clustering and parsimonious mixture modeling (Q2129308) (← links)
- A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix (Q2132010) (← links)
- Testing the equality of matrix distributions (Q2218634) (← links)
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function (Q2228128) (← links)
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors (Q2241529) (← links)
- Gemini: graph estimation with matrix variate normal instances (Q2249840) (← links)
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
- Multilevel simultaneous equation model: a novel specification and estimation approach (Q2332699) (← links)
- Matrix variate slash distribution (Q2348451) (← links)
- Permutation based testing on covariance separability (Q2418078) (← links)
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) (Q2438628) (← links)
- The likelihood ratio test for a separable covariance matrix (Q2485558) (← links)
- A likelihood ratio test for separability of covariances (Q2493131) (← links)
- Linear models for multivariate repeated measures data with block exchangeable covariance structure (Q2667008) (← links)
- Kronecker-structured covariance models for multiway data (Q2678238) (← links)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data (Q2682965) (← links)
- Covariance Weighted Procrustes Analysis (Q2807054) (← links)
- More on the Kronecker Structured Covariance Matrix (Q2920054) (← links)
- Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data (Q3015907) (← links)
- MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES (Q4540643) (← links)
- Sparse Matrix Graphical Models (Q4648565) (← links)
- Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation (Q5001672) (← links)
- Maximum Likelihood Estimation for Matrix Normal Models via Quiver Representations (Q5001673) (← links)
- Clustering of longitudinal interval-valued data via mixture distribution under covariance separability (Q5037019) (← links)
- BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION (Q5051162) (← links)
- (Q5053183) (← links)
