A dual approach for matrix-derivatives

DOI10.1007/BF01897818zbMath0612.62092MaRDI QIDQ1088347

Wolfgang Polasek

Publication date: 1985

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176008

zbMATH Keywords

robustnesslocal sensitivitydual approachseemingly unrelated regressionleast squares estimatesposterior meansA-type derivativeB-type derivativederivation of Kronecker productslocal resistancematrix by matrix derivativesvec-operator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Multivariate analysis (62H99) Linear regression; mixed models (62J05) Continuity and differentiation questions (26B05) Calculus of vector functions (26B12)

Related Items

A dual approach for matrix-derivatives, Local resistance in distributed lag models

Cites Work

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