Existence and uniqueness of the Kronecker covariance MLE
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Publication:2054526
DOI10.1214/21-AOS2052zbMath1480.62096arXiv2003.06024MaRDI QIDQ2054526
Mathias Drton, Peter D. Hoff, Satoshi Kuriki
Publication date: 3 December 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.06024
maximum likelihood estimation; Gaussian distribution; Kronecker canonical form; separable covariance; matrix normal model