TY - BOOK
T1 - Maximum likelihood estimation in the tensor normal model with a structured mean
AU - Nzabanita, Joseph
AU - von Rosen, Dietrich
AU - Singull, Martin
PY - 2015
Y1 - 2015
N2 - There is a
growing interest in the analysis of multi-way data. In some studies theinference about the
dependencies in three-way data is done using the third order tensornormal
model, where the focus is on the estimation of the variance-covariance matrix
whichhas a Kronecker product structure. Little attention is paidto the
structure of the mean,though, there is a potential to improve the analysis by
assuming a structured mean. Inthis paper, we introduce a 2-fold growth curve
model by assuming a trilinear structure forthe mean in the tensor normal model
and propose an algorithm for estimating parameters.Also, some direct
generalizations are presented.
AB - There is a
growing interest in the analysis of multi-way data. In some studies theinference about the
dependencies in three-way data is done using the third order tensornormal
model, where the focus is on the estimation of the variance-covariance matrix
whichhas a Kronecker product structure. Little attention is paidto the
structure of the mean,though, there is a potential to improve the analysis by
assuming a structured mean. Inthis paper, we introduce a 2-fold growth curve
model by assuming a trilinear structure forthe mean in the tensor normal model
and propose an algorithm for estimating parameters.Also, some direct
generalizations are presented.
UR - https://res.slu.se/id/publ/88340
M3 - Report
T3 - LiTH-MAT-R
BT - Maximum likelihood estimation in the tensor normal model with a structured mean
PB - Linköping University
ER -