 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: sEparaTe |
Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | sEparaTe |
Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures |
Statements
18 August 2023
0 references
Maximum likelihood estimation of the parameters of matrix and 3rd-order tensor normal distributions with unstructured factor variance covariance matrices, two procedures, and for unbiased modified likelihood ratio testing of simple and double separability for variance-covariance structures, two procedures. References: Dutilleul P. (1999) <doi:10.1080/00949659908811970>, Manceur AM, Dutilleul P. (2013) <doi:10.1016/j.cam.2012.09.017>, and Manceur AM, Dutilleul P. (2013) <doi:10.1016/j.spl.2012.10.020>.
0 references
