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.
|Title of host publication||Encyclopedia of Environmetrics, 2nd Edition|
|Editors||W. Piegorsch, A. El Shaarawi|
|Number of pages||3510|
|Publication status||Published - 2012|