The mle algorithm for the matrix normal distribution
From MaRDI portal
Recommendations
- Estimation of parameters for normally distributed random matrices
- On estimation of matrix of normal mean
- Minimax estimation of the mean matrix of the matrix-variate normal distribution
- On a Bayes estimator of the matrix-normal density
- A note on matrix variate normal distribution
- A characterization of matrix variate normal distribution
- scientific article; zbMATH DE number 4163934
Cites work
- scientific article; zbMATH DE number 3647917 (Why is no real title available?)
- scientific article; zbMATH DE number 3812757 (Why is no real title available?)
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- scientific article; zbMATH DE number 3781344 (Why is no real title available?)
- A generalized multivariate analysis of variance model useful especially for growth curve problems
- A note on a Manova model applied to problems in growth curve
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification
- Some matrix-variate distribution theory: Notational considerations and a Bayesian application
- Statistics for spatial data
- The distribution of a generalized least squares estimator with covariance adjustment
- The mixed model for multivariate repeated measures: Validity conditions and an approximate test
- Univariate repeated measures techniques applied to multivariate data
Cited in
(93)- Discrepancy between structured matrices in the power analysis of a separability test
- Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
- Transposable regularized covariance models with an application to missing data imputation
- Mean-restricted matrix-variate normals with an application to clustering
- MatTransMix: an R package for matrix model-based clustering and parsimonious mixture modeling
- Covariance Weighted Procrustes Analysis
- Modelling students’ career indicators via mixtures of parsimonious matrix‐normal distributions
- Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
- Permutation based testing on covariance separability
- Restricted covariance priors with applications in spatial statistics
- Models with a Kronecker product covariance structure: estimation and testing
- Three skewed matrix variate distributions
- Multilevel simultaneous equation model: a novel specification and estimation approach
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- On parsimonious models for modeling matrix data
- Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation
- Covariate-adjusted tensor classification in high dimensions
- Matrix normal cluster-weighted models
- Classification of higher-order data with separable covariance and structured multiplicative or additive mean models
- Matrix-variate generalized linear model with measurement error
- Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
- Testing a block exchangeable covariance matrix
- Testing correlation in a three-level model
- Mixture models for simultaneous classification and reduction of three-way data
- Gemini: graph estimation with matrix variate normal instances
- Model selection and estimation in the matrix normal graphical model
- A Doubly Enhanced EM Algorithm for Model-Based Tensor Clustering
- Hyperparameter optimization for randomized algorithms: a case study on random features
- An EM algorithm for fitting matrix-variate normal distributions on interval-censored and missing data
- Near optimal sample complexity for matrix and tensor normal models via geodesic convexity
- Kronecker-structured covariance models for multiway data
- The likelihood ratio test for a separable covariance matrix
- Empirical Bayes hierarchical models for regularizing maximum likelihood estimation in the matrix Gaussian Procrustes problem
- Linear models for multivariate repeated measures data with block exchangeable covariance structure
- Separable covariance models for health care quality measures across years and topics
- Testing variance parameters in models with a Kronecker product covariance structure
- A likelihood ratio test for separability of covariances
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
- Tensor envelope mixture model for simultaneous clustering and multiway dimension reduction
- Kurtosis-based projection pursuit for matrix-valued data
- Generalized multilinear models for sufficient dimension reduction on tensor-valued predictors
- Maximum likelihood estimation for tensor normal models via castling transforms
- Matrix-valued autoregressive (MAR) models in \texttt{gretl}
- Estimating and testing a structured covariance matrix for three-level multivariate data
- Large-scale multiple testing for matrix-valued data under cross-dependency
- Improved estimation of mean matrix in singular elliptically contoured random samples with high-dimensional data
- sEparaTe
- Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data
- scientific article; zbMATH DE number 7626713 (Why is no real title available?)
- An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing
- Brownian motion minus the independent increments: representation and queuing application
- Visual assessment of matrix‐variate normality
- Equivariant minimax dominators of the MLE in the array normal model
- Regularized matrix data clustering and its application to image analysis
- Tensor Mixed Effects Model With Application to Nanomanufacturing Inspection
- Maximum likelihood estimation for matrix normal models via quiver representations
- Inference on matrix-valued factor models under a fixed time horizon
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
- MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
- Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices
- A bridge between invariant theory and maximum likelihood estimation
- Rational maximum likelihood estimators of Kronecker covariance matrices
- Matrix variate slash distribution
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
- Detecting anomalies in European trade data using directed weighted multilayer dynamic networks
- More on the Kronecker structured covariance matrix
- Information geometry and asymptotics for Kronecker covariances
- Robust Covariance Estimation and Explainable Outlier Detection for Matrix-Valued Data
- Projection-based estimators for matrix/tensor-valued data
- Sparse Matrix Graphical Models
- Robust tests for scatter separability beyond Gaussianity
- Asymptotic properties on high-dimensional multivariate regression M-estimation
- Covariance Estimation for Matrix-valued Data
- Mode-wise principal subspace pursuit and matrix spiked covariance model
- On matrix-variate regression analysis
- Correlation Tensor Decomposition and Its Application in Spatial Imaging Data
- Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series
- Existence and uniqueness of the Kronecker covariance MLE
- Finite mixtures of matrix normal distributions for classifying three-way data
- A Penalized Likelihood Method for Classification With Matrix-Valued Predictors
- A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix
- Clustering of longitudinal interval-valued data via mixture distribution under covariance separability
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
- Test for a general trilinear hypothesis in the generalized growth curve model
- Study on the overlap in matrix-variate data with applications in discriminant analysis
- Covariance analysis for temporal data, with applications to DNA modelling
- Maximum likelihood estimation for the tensor normal distribution: Algorithm, minimum sample size, and empirical bias and dispersion
- Two new matrix-variate distributions with application in model-based clustering
- Estimation of parameters for normally distributed random matrices
- Procrustes analysis for high-dimensional data
- A combinatorial algorithm for computing the entire sequence of the maximum degree of minors of a generic partitioned polynomial matrix with 2 2 submatrices
- Testing the equality of matrix distributions
This page was built for publication: The mle algorithm for the matrix normal distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4513011)