On matrix procedures for optimizing differentiable scalar functions of matrices

DOI10.1111/j.1467-9574.1967.tb00550.xzbMath0145.04002OpenAlexW2078073175MaRDI QIDQ5521567

Heinz Neudecker

Publication date: 1967

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1967.tb00550.x

zbMATH Keywords

linear algebra, forms

Related Items (8)

The use of generalized inverses in restricted maximum likelihood ⋮ On the extraction of weights from pairwise comparison matrices ⋮ Matrix derivatives and its applications in statistics ⋮ Minima and maxima in multivariate analysis ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics ⋮ Restrictions on variables ⋮ Tensor products and matrix differential calculus ⋮ On the use of differentials in statistics

Cites Work

• Note on the Asymptotic Standard Errors of Latent Roots of Econometric Equation Systems
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