Simple derivations for two Jacobians of basic importance in multivariate statistics

DOI10.1016/S0024-3795(00)00158-0zbMath1157.62408WikidataQ126388600 ScholiaQ126388600MaRDI QIDQ1595145

David A. Harville

Publication date: 11 February 2001

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

JacobianMultivariate statisticsKronecker productDeterminantVec and Vech operators

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear transformations, semilinear transformations (15A04) Multilinear algebra, tensor calculus (15A69)

Cites Work

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• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
• The Elimination Matrix: Some Lemmas and Applications
• Some Applications of Matrix Derivatives in Multivariate Analysis
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products

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