Maximum likelihood estimation for the tensor normal distribution: Algorithm, minimum sample size, and empirical bias and dispersion
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Publication:1931437
DOI10.1016/j.cam.2012.09.017zbMath1255.65029OpenAlexW2030434042WikidataQ123344808 ScholiaQ123344808MaRDI QIDQ1931437
Pierre Dutilleul, Ameur M. Manceur
Publication date: 14 January 2013
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2012.09.017
maximum likelihood estimationminimum sample sizeempirical bias and dispersionmulti-stage algorithmseparable variance-covariance structuretensor normal distribution
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