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The Multilinear Normal Distribution:Introduction and Some Basic Properties
Linköping University, Department of Mathematics. Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.ORCID iD: 0000-0001-9896-4438
Linköping University, Department of Mathematics. Linköping University, The Institute of Technology.
Linköping University, Department of Mathematics. Linköping University, The Institute of Technology.
2011 (English)Report (Other academic)
Abstract [en]

In this paper, the multilinear normal distribution is introduced as an extension of the matrix-variate normal distribution. Basic properties such as marginal and conditional distributions, moments, and the characteristic function, are also presented. The estimation of parameters using a flip-flop algorithm is also briefy discussed.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press , 2011. , 20 p.
Series
LiTH-MAT-R, ISSN 0348-2960 ; 2011:2
Keyword [en]
Flip-flop algorithm, matrix normal distribution, marginal and conditional distributions, maximum likelihood estimators, moments, tensor product
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-64483ISRN: LiTH-MAT-R--2011/02--SEOAI: oai:DiVA.org:liu-64483DiVA: diva2:392135
Available from: 2011-01-26 Created: 2011-01-26 Last updated: 2014-09-29Bibliographically approved

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The Multilinear Normal Distribution:Introduction and Some Basic Properties(162 kB)1730 downloads
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Authority records BETA

Ohlson, MartinAhmad, M. Raufvon Rosen, Dietrich

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
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Output format
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