Kronecker product

M. Hallin

    Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

    Abstract

    The Kronecker product is a classical and an extremely convenient tool in multivariate analysis. We briefly define this product, and describe some of its main algebraic properties. We also briefly review the role of Kronecker products in the traditional assumption of separability of covariance functions in spatiotemporal models.
    Original languageEnglish
    Title of host publicationEncyclopedia of Environmetrics, 2nd Edition
    EditorsW. Piegorsch, A. El Shaarawi
    PublisherWiley
    Pages174-179
    Number of pages3510
    ISBN (Print)9780470973882
    Publication statusPublished - 2012

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