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More on the Kronecker Structured Covariance Matrix

Author
SINGULL, Martin1 ; RAUF AHMAD, M2 3 ; VON ROSEN, Dietrich1 2
[1] Department of Mathematics, Linkoping University, Linkoping, Sweden
[2] Energy and Technology, Swedish University of Agricultural Sciences, Uppsala, Sweden
[3] Department of Statistics, Uppsala University, Uppsala, Sweden
Conference name
LINSTAT 2010 conference (Tomar 2010-07-27)
Source

Communications in statistics. Theory and methods. 2012, Vol 41, Num 13-15, pp 2512-2523, 12 p ; ref : 1 p

CODEN
CSTMDC
ISSN
0361-0926
Scientific domain
Mathematics
Publisher
Taylor & Francis, Philadelphia, PA
Publication country
United States
Document type
Conference Paper
Language
English
Author keyword
62H12 Double separable covariance Kronecker product structure Maximum likelihood estimators Separable covariance
Keyword (fr)
Analyse multivariable Covariance Distribution statistique Estimation statistique Loi n variables Loi normale Matrice covariance Maximum vraisemblance Méthode statistique Produit matrice Séparabilité 54D65 62H10
Keyword (en)
Multivariate analysis Covariance Statistical distribution Statistical estimation Multivariate distribution Gaussian distribution Covariance matrix Maximum likelihood Statistical method Matrix product Separability
Keyword (es)
Análisis multivariable Covariancia Distribución estadística Estimación estadística Ley n variables Curva Gauss Matriz covariancia Maxima verosimilitud Método estadístico Producto matriz Separabilidad
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02G Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds / 001A02G01 General topology

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
26156280

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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