Matrix derivatives and its applications in statistics

DOI10.1016/0022-2496(80)90047-4zbMath0445.62072OpenAlexW2007391877MaRDI QIDQ1145448

Chi Song Wong

Publication date: 1980

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-2496(80)90047-4

zbMATH Keywords

matrix derivatives

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Calculus of vector functions (26B12)

Related Items (3)

Extensions of \(tr[(A^{-1}-B^{-1})(A-B)\leq 0\) for covariance matrices A, B] ⋮ Matrix differential calculus with applications to simple, Hadamard, and Kronecker products ⋮ On the use of differentials in statistics

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• The Kronecker Matrix Product and Some of its Applications in Econometrics
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
• A general method for analysis of covariance structures
• Symbolic Matrix Derivatives

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