Let ${\mathrm{Z}}_{{\mathrm{M}}_{1}\times \mathrm{N}}={\mathrm{T}}^{\frac{1}{2}}\mathrm{X}$ where (T½)2 = T is a positive definite matrix and X consists of ...

The matrix-variate normal distribution is a popular model for high-dimensional transposable data because it decomposes the dependence structure of the random matrix into the Kronecker product of two ...