Bilinear regression model with Kronecker and linear structures for the covariance matrix

Sammanfattning

In this paper, the bilinear regression model based on normally distributed random matrix is studied. For these models, the dispersion matrix has the so called Kronecker product structure and they can be used for example to model data with spatio-temporal relationships. The aim is to estimate the parameters of the model when, in addition, one covariance matrix is assumed to be linearly structured. On the basis of n independent observations from a matrix normal distribution, estimating equations in a flip-flop relation are established and the consistency of estimators is studied.

Publicerad i

Afrika Statistika
2015, volym: 10, nummer: 2, sidor: 827- 837

SLU författare

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

UKÄ forskningsämne

Sannolikhetsteori och statistik

Publikationens identifierare

• DOI: https://doi.org/10.16929/as/2015.827.77

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/83674