Estimation equations for multivariate linear models with Kronecker structured covariance matrices

DOI10.1080/03610926.2016.1165852zbMath1373.62262OpenAlexW2492370733MaRDI QIDQ5367275

Yuli Liang, Chengcheng Hao, Anna Szczepańska-Álvarez, Dietrich von Rosen

Publication date: 12 October 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2016.1165852

zbMATH Keywords

Kronecker productmaximum-likelihood estimationmatrix derivativescompound symmetric structure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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