The parameter estimation of the multivariate matrix regression models
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DOI: 10.19139/soic.v6i2.361
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,… read more here.
Keywords: estimation; matrix regression; regression models; matrix ... See more keywords