liu.seSearch for publications in DiVA

CiteExport$(function(){PrimeFaces.cw("TieredMenu","widget_formSmash_upper_j_idt828",{id:"formSmash:upper:j_idt828",widgetVar:"widget_formSmash_upper_j_idt828",autoDisplay:true,overlay:true,my:"left top",at:"left bottom",trigger:"formSmash:upper:exportLink",triggerEvent:"click"});}); $(function(){PrimeFaces.cw("OverlayPanel","widget_formSmash_upper_j_idt829_j_idt831",{id:"formSmash:upper:j_idt829:j_idt831",widgetVar:"widget_formSmash_upper_j_idt829_j_idt831",target:"formSmash:upper:j_idt829:permLink",showEffect:"blind",hideEffect:"fade",my:"right top",at:"right bottom",showCloseIcon:true});});

Bilinear and Trilinear Regression Models with Structured Covariance MatricesPrimeFaces.cw("AccordionPanel","widget_formSmash_some",{id:"formSmash:some",widgetVar:"widget_formSmash_some",multiple:true}); PrimeFaces.cw("AccordionPanel","widget_formSmash_all",{id:"formSmash:all",widgetVar:"widget_formSmash_all",multiple:true});
function selectAll()
{
var panelSome = $(PrimeFaces.escapeClientId("formSmash:some"));
var panelAll = $(PrimeFaces.escapeClientId("formSmash:all"));
panelAll.toggle();
toggleList(panelSome.get(0).childNodes, panelAll);
toggleList(panelAll.get(0).childNodes, panelAll);
}
/*Toggling the list of authorPanel nodes according to the toggling of the closeable second panel */
function toggleList(childList, panel)
{
var panelWasOpen = (panel.get(0).style.display == 'none');
// console.log('panel was open ' + panelWasOpen);
for (var c = 0; c < childList.length; c++) {
if (childList[c].classList.contains('authorPanel')) {
clickNode(panelWasOpen, childList[c]);
}
}
}
/*nodes have styleClass ui-corner-top if they are expanded and ui-corner-all if they are collapsed */
function clickNode(collapse, child)
{
if (collapse && child.classList.contains('ui-corner-top')) {
// console.log('collapse');
child.click();
}
if (!collapse && child.classList.contains('ui-corner-all')) {
// console.log('expand');
child.click();
}
}
PrimeFaces.cw("AccordionPanel","widget_formSmash_responsibleOrgs",{id:"formSmash:responsibleOrgs",widgetVar:"widget_formSmash_responsibleOrgs",multiple:true}); 2015 (English)Doctoral thesis, comprehensive summary (Other academic)
##### Abstract [en]

##### Place, publisher, year, edition, pages

Linköping: Linköping University Electronic Press, 2015. , p. 36
##### Series

Linköping Studies in Science and Technology. Dissertations, ISSN 0345-7524 ; 1665
##### National Category

Probability Theory and Statistics
##### Identifiers

URN: urn:nbn:se:liu:diva-118089DOI: 10.3384/diss.diva-118089ISBN: 978-91-7519-070-9 (print)OAI: oai:DiVA.org:liu-118089DiVA, id: diva2:813054
##### Public defence

2015-06-11, BL32, B-huset, Campus Valla, Linköping, 13:15 (English)
##### Opponent

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt1116",{id:"formSmash:j_idt1116",widgetVar:"widget_formSmash_j_idt1116",multiple:true});
##### Supervisors

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt1122",{id:"formSmash:j_idt1122",widgetVar:"widget_formSmash_j_idt1122",multiple:true});
#####

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt1128",{id:"formSmash:j_idt1128",widgetVar:"widget_formSmash_j_idt1128",multiple:true});
Available from: 2015-05-21 Created: 2015-05-21 Last updated: 2015-05-21Bibliographically approved
##### List of papers

This thesis focuses on the problem of estimating parameters in bilinear and trilinear regression models in which random errors are normally distributed. In these models the covariance matrix has a Kronecker product structure and some factor matrices may be linearly structured. The interest of considering various structures for the covariance matrices in different statistical models is partly driven by the idea that altering the covariance structure of a parametric model alters the variances of the model’s estimated mean parameters.

Firstly, the extended growth curve model with a linearly structured covariance matrix is considered. The main theme is to find explicit estimators for the mean and for the linearly structured covariance matrix. We show how to decompose the residual space, the orthogonal complement to the mean space, into appropriate orthogonal subspaces and how to derive explicit estimators of the covariance matrix from the sum of squared residuals obtained by projecting observations on those subspaces. Also an explicit estimator of the mean is derived and some properties of the proposed estimators are studied.

Secondly, we study a bilinear regression model with matrix normally distributed random errors. For those models, the dispersion matrix follows a Kronecker product structure and it can be used, for example, to model data with spatio-temporal relationships. The aim is to estimate the parameters of the model when, in addition, one covariance matrix is assumed to be linearly structured. On the basis of *n* independent observations from a matrix normal distribution, estimating equations, a flip-flop relation, are established.

At last, the models based on normally distributed random third order tensors are studied. These models are useful in analyzing 3-dimensional data arrays. In some studies the analysis is done using the tensor normal model, where the focus is on the estimation of the variance-covariance matrix which has a Kronecker structure. Little attention is paid to the structure of the mean, however, there is a potential to improve the analysis by assuming a structured mean. We formally introduce a 2-fold growth curve model by assuming a trilinear structure for the mean in the tensor normal model and propose an estimation algorithm for parameters. Also some extensions are discussed.

1. Estimation of parameters in the extended growth curve model with a linearly structured covariance matrix$(function(){PrimeFaces.cw("OverlayPanel","overlay469199",{id:"formSmash:j_idt1164:0:j_idt1168",widgetVar:"overlay469199",target:"formSmash:j_idt1164:0:partsLink",showEvent:"mousedown",hideEvent:"mousedown",showEffect:"blind",hideEffect:"fade",appendToBody:true});});

2. Extended GMANOVA Model with a Linearly Structured Covariance Matrix$(function(){PrimeFaces.cw("OverlayPanel","overlay808834",{id:"formSmash:j_idt1164:1:j_idt1168",widgetVar:"overlay808834",target:"formSmash:j_idt1164:1:partsLink",showEvent:"mousedown",hideEvent:"mousedown",showEffect:"blind",hideEffect:"fade",appendToBody:true});});

3. Bilinear regression model with Kronecker and linear structures for the covariance matrix$(function(){PrimeFaces.cw("OverlayPanel","overlay813028",{id:"formSmash:j_idt1164:2:j_idt1168",widgetVar:"overlay813028",target:"formSmash:j_idt1164:2:partsLink",showEvent:"mousedown",hideEvent:"mousedown",showEffect:"blind",hideEffect:"fade",appendToBody:true});});

4. Maximum Likelihood Estimation in the Tensor Normal Model with a Structured Mean$(function(){PrimeFaces.cw("OverlayPanel","overlay808970",{id:"formSmash:j_idt1164:3:j_idt1168",widgetVar:"overlay808970",target:"formSmash:j_idt1164:3:partsLink",showEvent:"mousedown",hideEvent:"mousedown",showEffect:"blind",hideEffect:"fade",appendToBody:true});});

doi
isbn
urn-nbn$(function(){PrimeFaces.cw("Tooltip","widget_formSmash_j_idt1825",{id:"formSmash:j_idt1825",widgetVar:"widget_formSmash_j_idt1825",showEffect:"fade",hideEffect:"fade",showDelay:500,hideDelay:300,target:"formSmash:altmetricDiv"});});

CiteExport$(function(){PrimeFaces.cw("TieredMenu","widget_formSmash_lower_j_idt1878",{id:"formSmash:lower:j_idt1878",widgetVar:"widget_formSmash_lower_j_idt1878",autoDisplay:true,overlay:true,my:"left top",at:"left bottom",trigger:"formSmash:lower:exportLink",triggerEvent:"click"});}); $(function(){PrimeFaces.cw("OverlayPanel","widget_formSmash_lower_j_idt1879_j_idt1881",{id:"formSmash:lower:j_idt1879:j_idt1881",widgetVar:"widget_formSmash_lower_j_idt1879_j_idt1881",target:"formSmash:lower:j_idt1879:permLink",showEffect:"blind",hideEffect:"fade",my:"right top",at:"right bottom",showCloseIcon:true});});