Estimation of parameters for normally distributed random matrices

DOI10.1016/0024-3795(94)90471-5MaRDI QIDQ1338493zbMATH OpenOpenAlexFDO

Authors C. R. O. Lawoko, Dongqian Wang

Publication date 8 January 1995

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(94)90471-5

zbMATH Keywords

covariance matrixcovariancesexpectationsmaximum likelihood estimatorsmultivariate normal distribution

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Estimation in multivariate analysis (62H12)

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• A neighbourhood-based classifier for landsat data
• Fourth-order properties of normally distributed random matrices
• On the maximum likelihood estimation of parameters of a spatial discrimination model
• Spatial discrimination and classification maps

Cited in

(6)

• Point estimation for multi-spectral distributed random matrices
• Fourth-order properties of normally distributed random matrices
• Estimation of the mean and the covariance matrix under a marginal independence assumption -- an application of matrix differential calculus
• The mle algorithm for the matrix normal distribution
• ON THE INDEPENDENCE OF THE SAMPLE MEAN AND TRANSLATION‐INVARIANT STATISTICS FOR MATRIX NORMAL DISTRIBUTIONS
• Estimation of parameter matrices based on measured data

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