Search Results - subject:"Matrix normal distribution"

Dynamic and probabilistic forecasting of multimode metro passenger flows : a functional data analysis approach

Wang, Kai; Tsung, Fugee - In: Transportation science 59 (2025) 6, pp. 1259-1282

Persistent link: https://www.econbiz.de/10015552287

The multilinear normal distribution: Introduction and some basic properties

Ohlson, Martin; Rauf Ahmad, M.; von Rosen, Dietrich - In: Journal of Multivariate Analysis 113 (2013) C, pp. 37-47

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...

Persistent link: https://www.econbiz.de/10010588052

Model selection and estimation in the matrix normal graphical model

Yin, Jianxin; Li, Hongzhe - In: Journal of Multivariate Analysis 107 (2012) C, pp. 119-140

-valued random variable and matrix-normal distribution, where the precision matrices have a graphical interpretation for genes and …

Persistent link: https://www.econbiz.de/10010572278