scientific article; zbMATH DE number 5072380

MaRDI QIDQ3408709zbMATH OpenFDO

Authors Heinz Neudecker, Götz Trenkler

Publication date 15 November 2006

zbMATH Keywords

multivariate normal distributionKronecker productinner productbest unbiased estimatorgeneralized jackknife

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Recommendations

• On Estimation of Covariance Matrices With Kronecker Product Structure
• On Kronecker and Linearly Structured Covariance Matrix Estimation
• Models with a Kronecker product covariance structure: estimation and testing
• Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation
• Estimation equations for multivariate linear models with Kronecker structured covariance matrices
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Combining multivariate estimators of the mean vector
• Estimation of a common multivariate normal mean vector

Cited in

(3)

• Multivariate data, the arithmetic mean and exchangeability of transformations
• Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis
• Professor Heinz Neudecker and matrix differential calculus

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3408709)