The multilinear normal distribution: Introduction and some basic properties
نویسندگان
چکیده
In this paper, the multilinear normal distribution is introduced as an extension of the matrix-variate normal distribution. Basic properties such as marginal and conditional distributions, moments, and the characteristic function, are also presented. The estimation of parameters using a flip-flop algorithm is also briefly discussed.
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عنوان ژورنال:
- J. Multivariate Analysis
دوره 113 شماره
صفحات -
تاریخ انتشار 2013