More on the Kronecker Structured Covariance Matrix

DOI10.1080/03610926.2011.615971zbMath1271.62121OpenAlexW1976347093MaRDI QIDQ2920054

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Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-64428

zbMATH Keywords

maximum likelihood estimatorsKronecker product structureseparable covariancedouble separable covariance

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Related Items (7)

Estimation of parameters under a generalized growth curve model ⋮ Testing variance parameters in models with a Kronecker product covariance structure ⋮ Intercorrelated random fields with bounds and the Bayesian identification of their parameters: Application to linear elastic struts and fibers ⋮ Estimation of a multiplicative correlation structure in the large dimensional case ⋮ Classification of Higher-order Data with Separable Covariance and Structured Multiplicative or Additive Mean Models ⋮ Unnamed Item ⋮ Testing simultaneously different covariance block diagonal structures – the multi-sample case

Cites Work

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• A likelihood ratio test for separability of covariances
• Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data
• The mle algorithm for the matrix normal distribution
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Spectral models for covariance matrices
• General class of covariance structures for two or more repeated factors in longitudinal data analysis
• Linear Statistical Inference and its Applications

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