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Bilinear regression model with Kronecker and linear structures for the covariance matrix
English
2015
Afrika Statistika
English
In this paper, the bilinear regression model based on normally distributed random matrix is studied. For these models, the dispersion matrix has the so called Kronecker product structure and they can be used for example to model data with spatio-temporal relationships. The aim is to estimate the parameters of the model when, in addition, one covariance matrix is assumed to be linearly structured. On the basis of n independent observations from a matrix normal distribution, estimating equations
doi:10.16929/as/2015.827.77
fatcat:vdwaqkvyxvfp3ada6tzkjrsytm