Existence and uniqueness of the Kronecker covariance MLE (Q2054526)
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scientific article
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| English | Existence and uniqueness of the Kronecker covariance MLE |
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Existence and uniqueness of the Kronecker covariance MLE (English)
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3 December 2021
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Gaussian distribution
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Kronecker canonical form
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matrix normal model
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maximum likelihood estimation
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separable covariance
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0.8552766442298889
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0.8031437397003174
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0.7992424368858337
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0.7826963067054749
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