Abstract Details
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Activity Number:
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431
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Type:
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Contributed
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Date/Time:
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Tuesday, August 6, 2013 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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| Abstract - #308399 |
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Title:
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Multivariate Linear Models with Kronecker Product and Linear Structures on the Covariance Matrices
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Author(s):
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Joseph Nzabanita*+
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Companies:
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Linkoping University
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Keywords:
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multivariate models ;
estimating equations ;
flip-flop algorithm ;
Kronecker product structure ;
linear structure
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Abstract:
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Models based on normally distributed random matrix are 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 numerical examples are given.
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Authors who are presenting talks have a * after their name.
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