On the use of coordinate-free matrix calculus

DOI10.1016/j.jmva.2014.09.019zbMath1306.15007OpenAlexW1984804447MaRDI QIDQ476258

Jan Brinkhuis

Publication date: 28 November 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.09.019

zbMATH Keywords

Kronecker productsmaximum likelihood estimatorseconometricsmatrix calculuscoordinate-free determinationderivative of the determinant

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Determinants, permanents, traces, other special matrix functions (15A15) Multilinear algebra, tensor calculus (15A69)

Related Items (1)

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

Cites Work

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• On the concept of matrix derivative
• Tensor products and matrix differential calculus
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• On weighted centers for semidefinite programming
• On Kronecker products, tensor products and matrix differential calculus

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