Article ID Journal Published Year Pages File Type
1145954 Journal of Multivariate Analysis 2013 11 Pages PDF
Abstract

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. A trilinear example is used to explain the general contents at a simpler level. The estimation of parameters using a flip-flop algorithm is also briefly discussed.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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