The multilinear normal distribution: introduction and some basic properties

DOI10.1016/j.jmva.2011.05.015zbMath1354.60015OpenAlexW2028795211MaRDI QIDQ690955

M. C. Fu

Publication date: 29 November 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.05.015

zbMATH Keywords

momentstensor productmaximum likelihood estimatorsflip-flop algorithmmatrix normal distributionmarginal and conditional distributions

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Probability distributions: general theory (60E05)

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