On the relationship between the matrix operators, vech and vecd
DOI10.1080/03610926.2017.1353623OpenAlexW2590436753MaRDI QIDQ5160251
Publication date: 28 October 2021
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1353623
[https%3A%2F%2Fportal.mardi4nfdi.de%2Fw%2Findex.php%3Ftitle%3D%2BSpecial%253ASearch%26search%3DTime+series%2C+auto-correlation%2C+regression%2C+etc.+in+statistics+%28GARCH%29%26go%3DGo Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)] [https%3A%2F%2Fportal.mardi4nfdi.de%2Fw%2Findex.php%3Ftitle%3D%2BSpecial%253ASearch%26search%3DHypothesis+testing+in+multivariate+analysis%26go%3DGo Hypothesis testing in multivariate analysis (62H15)] [https%3A%2F%2Fportal.mardi4nfdi.de%2Fw%2Findex.php%3Ftitle%3D%2BSpecial%253ASearch%26search%3DLinear+transformations%2C+semilinear+transformations%26go%3DGo Linear transformations, semilinear transformations (15A04)] [https%3A%2F%2Fportal.mardi4nfdi.de%2Fw%2Findex.php%3Ftitle%3D%2BSpecial%253ASearch%26search%3DOrthogonal+matrices%26go%3DGo Orthogonal matrices (15B10)]
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic nonnull distributions for likelihood ratio statistics in the multivariate normal patterned mean and covariance matrix testing problem
- The commutation matrix: Some properties and applications
- Some results on commutation matrices, with statistical applications
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
- The Elimination Matrix: Some Lemmas and Applications
This page was built for publication: On the relationship between the matrix operators, vech and vecd
