liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Estimation equations for multivariate linear models with Kronecker structured covariance matrices
Poznan University of Life Science, Poland.
Shanghai University of Int Business and Econ, Peoples R China.
Stat Sweden, Sweden.
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, Faculty of Science & Engineering. Swedish University of Agriculture Science, Sweden.
2017 (English)In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 46, no 16, p. 7902-7915Article in journal (Refereed) Published
Abstract [en]

The aim of the paper is to determine maximum-likelihood estimation equations. Observations follow a multivariate normal distribution, X-i similar to N-p,N-q (mu, Psi, Sigma), where D[X-i] = Sigma circle times Psi, Psi and Sigma describe the unknown covariance structure between rows and columns of X-i, respectively. Imposing restrictions on Psi and Sigma four types of covariance structures will be considered.

Place, publisher, year, edition, pages
TAYLOR & FRANCIS INC , 2017. Vol. 46, no 16, p. 7902-7915
Keywords [en]
Compound symmetric structure; Kronecker product; matrix derivatives; maximum-likelihood estimation
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-139645DOI: 10.1080/03610926.2016.1165852ISI: 000405910600009OAI: oai:DiVA.org:liu-139645DiVA, id: diva2:1133702
Available from: 2017-08-16 Created: 2017-08-16 Last updated: 2017-08-16

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full text

Search in DiVA

By author/editor
von Rosen, Dietrich
By organisation
Mathematical Statistics Faculty of Science & Engineering
In the same journal
Communications in Statistics - Theory and Methods
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 115 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf