The multilinear normal distribution: introduction and some basic properties

DOI10.1016/J.JMVA.2011.05.015zbMATH Open1354.60015OpenAlexW2028795211MaRDI QIDQ690955FDOQ690955

M. C. Fu

Publication date: 29 November 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.05.015

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zbMATH Keywords

momentstensor productmaximum likelihood estimatorsmatrix normal distributionflip-flop algorithmmarginal and conditional distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12)

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