Properties of an MLE algorithm for the multivariate linear model with a separable covariance matrix structure

Pubblicato online: 24 giu 2021

Pagine: 69 - 79

DOI: https://doi.org/10.2478/bile-2021-0005

Parole chiave

compound symmetry structure, Kronecker product, maximum likelihood estimation, convergence of algorithm, bias of estimator

© 2021 Anna Szczepańska-Álvarez et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.