More on the Kronecker structured covariance matrix
2010 (English)Conference paper (Other academic)
The Kronecker structured covariance matrix in multivariate normal distribution will be studied. Particularly, the mapping and parametrization which are induced by the Kronecker product are considered.
Furthermore, estiamtion and the uniqueness of the estimators will be discussed in the case of a covariance matrix which is a Kronecker product of several matrices.
Place, publisher, year, edition, pages
IdentifiersURN: urn:nbn:se:liu:diva-67578OAI: oai:DiVA.org:liu-67578DiVA: diva2:411406
LinStat 2010 - Tomar, Portugal