The Hadamard Product and Some of its Applications in Statistics

DOI10.1080/02331889508802503zbMath0837.62052OpenAlexW2119798381WikidataQ126242853 ScholiaQ126242853MaRDI QIDQ4857306

Shuangzhe Liu, Heinz Neudecker, Wolfgang Polasek

Publication date: 20 May 1996

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802503

zbMATH Keywords

normalityexpectationsKronecker productsmoment-generating functiondensity functionsselection matrixvariance matricesHadamard products of random vectorsHadamard products of vectors

Mathematics Subject Classification ID

Multivariate analysis (62H99) Multilinear algebra, tensor calculus (15A69)

Related Items (9)

Hadamard products of linear spaces ⋮ Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics ⋮ Spatial system estimators for panel models: a sensitivity and simulation study ⋮ The Hilbert function of some Hadamard products ⋮ Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions ⋮ Some statistical properties of Hadamard products of random matrices. ⋮ Statistical properties of the Hadamard product of random vectors. ⋮ On Hadamard products of linear varieties ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics

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• A DERIVATION OF THE HESSIAN OF THE (CONCENTRATED) LIKELIHOOD FUNCTION OF THE FACTOR MODEL EMPLOYING THE SCHUR PRODUCT
• On hsu's model in regression analysis

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