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  "Title": "Maximum Likelihood Estimation and Likelihood Ratio Test\nFunctions for Separable Variance-Covariance Structures",
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  "Description": "Maximum likelihood estimation of the parameters of matrix\nand 3rd-order tensor normal distributions with unstructured\nfactor variance covariance matrices, two procedures, and for\nunbiased modified likelihood ratio testing of simple and double\nseparability for variance-covariance structures, two\nprocedures. References: Dutilleul P. (1999)\n<doi:10.1080/00949659908811970>, Manceur AM, Dutilleul P.\n(2013) <doi:10.1016/j.cam.2012.09.017>, and Manceur AM,\nDutilleul P. (2013) <doi:10.1016/j.spl.2012.10.020>.",
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