Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures

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) .