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- Title
The parameter estimation of the multivariate matrix regression models.
- Authors
Zerong Lin; Lingling He; Tian Wu; Changqing Xu
- Abstract
In this paper, we consider the parameter matrix estimation problem of the multivariate matrix regression models. We approximate the parameter matrix B and the covariance matrix by using the method of the maximum likelihood estimation, together with the Kronecker product of matrices, vectorization of matrices and matrix derivatives.
- Subjects
PARAMETER estimation; MULTIVARIATE analysis; VECTOR calculus; DERIVATIVES (Mathematics); MATHEMATICAL models
- Publication
Statistics, Optimization & Information Computing, 2018, Vol 6, Issue 2, p286
- ISSN
2311-004X
- Publication type
Article
- DOI
10.19139/soic.v6i2.361