The MLE algorithm for the matrix normal distribution

Journal of Statistical Computation and Simulation

Volumn 64, Issue 2, 1999, Pages 105-123

  Dutilleuel, Pierre ^a  

^a MCGILL UNIVERSITY   (Canada)

Author keywords

Existence and stability of estimators; Matrix normal distribution; Maximum likelihood estimation; Separability of variance covariance structure; Test of model adequacy; Two stage algorithm

Indexed keywords

EID: 0033236298     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659908811970     Document Type: Article

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