A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2016; you can also visit the original URL.
The file type is
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 equationsdoi:10.16929/as/2015.827.77 fatcat:vdwaqkvyxvfp3ada6tzkjrsytm