Matrix differential calculus with applications in the multivariate linear model and its diagnostics

DOI10.1016/j.jmva.2021.104849OpenAlexW3208512552WikidataQ114013870 ScholiaQ114013870MaRDI QIDQ2062791

Víctor Leiva, Jorge I. Figueroa-Zúñiga, Dan Zhuang, Shuangzhe Liu, Tie-Feng Ma

Publication date: 3 January 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104849

zbMATH Keywords

Jacobiansensitivity analysisHessianleast squares methodmaximum likelihood methodstatistical diagnosticsKantorovich inequalitymatrix derivative

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Multilinear algebra, tensor calculus (15A69) Diagnostics, and linear inference and regression (62J20)

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