Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145954 | Journal of Multivariate Analysis | 2013 | 11 Pages |
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
Authors
Martin Ohlson, M. Rauf Ahmad, Dietrich von Rosen,