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Estimation equations for multivariate linear models with Kronecker structured covariance matrices.

Authors :
Szczepańska-Álvarez, Anna
Hao, Chengcheng
Liang, Yuli
Rosen, Dietrich von
Source :
Communications in Statistics: Theory & Methods. 2017, Vol. 46 Issue 16, p7902-7915. 14p.
Publication Year :
2017

Abstract

The aim of the paper is to determine maximum-likelihood estimation equations. Observations follow a multivariate normal distribution,, where,anddescribe the unknown covariance structure between rows and columns of, respectively. Imposing restrictions onandfour types of covariance structures will be considered. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
46
Issue :
16
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
123451083
Full Text :
https://doi.org/10.1080/03610926.2016.1165852