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...