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Communications in Statistics - Theory and Methods Volume 46, 2017 - Issue 16
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Original Articles

Estimation equations for multivariate linear models with Kronecker structured covariance matrices

Anna Szczepańska-ÁlvarezDepartment of Mathematical and Statistical Methods, Poznań University of Life Sciences, Poznań, PolandCorrespondence[email protected]
,
Chengcheng HaoSchool of Business Information, Shanghai University of International Business and Economics, Shanghai, China
,
Yuli LiangStatistics Sweden, Stockholm, Sweden
&
Dietrich von RosenDepartment of Energy and Technology, Swedish University of Agricultural Sciences, Uppsala, Sweden;Department of Mathemathics, Linköping University, Linköping, Sweden
Pages 7902-7915 | Received 03 Dec 2015, Accepted 10 Mar 2016, Published online: 21 Apr 2017

Citations (5)

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Read on this site (1)

Deliang Dai, Chengcheng Hao, Shaobo Jin & Yuli Liang. Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition. Journal of Statistical Computation and Simulation 0:0, pages 1-26.
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Articles from other publishers (4)

Anna Szczepańska-Álvarez, Adolfo Álvarez, Artur Szwengiel & Dietrich von Rosen. (2023) Testing Correlation in a Three-Level Model. Journal of Agricultural, Biological and Environmental Statistics 29:2, pages 257-276.
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Adam Mieldzioc, Monika Mokrzycka & Aneta Sawikowska. (2021) Identification of Block-Structured Covariance Matrix on an Example of Metabolomic Data. Separations 8:11, pages 205.
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Anna Szczepańska-Álvarez, Bogna Zawieja & Adolfo Álvarez. (2021) Properties of an MLE algorithm for the multivariate linear model with a separable covariance matrix structure. Biometrical Letters 58:1, pages 69-79.
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Katarzyna Filipiak, Mateusz John & Augustyn Markiewicz. 2020. Recent Developments in Multivariate and Random Matrix Analysis. Recent Developments in Multivariate and Random Matrix Analysis 51 66 .

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