Maximum Likelihood Estimation and Likelihood Ratio Test
Functions for Separable Variance-Covariance Structures
Description
Maximum likelihood estimation of the parameters
of matrix and 3rd-order tensor normal distributions with unstructured
factor variance covariance matrices, two procedures, and for unbiased
modified likelihood ratio testing of simple and double separability
for variance-covariance structures, two procedures. References:
Dutilleul P. (1999) ,
Manceur AM, Dutilleul P. (2013)
, and Manceur AM, Dutilleul
P. (2013) .