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More on the Kronecker structured covariance matrix
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.ORCID iD: 0000-0001-9896-4438
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.
2010 (English)Conference paper, Published paper (Other academic)
Abstract [en]

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
2010.
National Category
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-67578OAI: oai:DiVA.org:liu-67578DiVA: diva2:411406
Conference
LinStat 2010 - Tomar, Portugal
Available from: 2011-04-18 Created: 2011-04-18 Last updated: 2014-09-29

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Ohlson, Martinvon Rosen, Dietrich

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