most citedExistence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure

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math.ST2014★ 1 cited

Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure

Beata Roś, Fetsje Bijma, Jan C. de Munck +1

This paper deals with multivariate Gaussian models for which the covariance matrix is a Kronecker product of two matrices. We consider maximum likelihood estimation of the model pa…