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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… Click to show full 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.
Keywords:
estimation;
matrix regression;
regression models;
matrix;
multivariate matrix
Journal Title: Statistics, Optimization and Information Computing
Year Published: 2018
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Journal Title: Statistics, Optimization and Information Computing
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!