Professor Heinz Neudecker and matrix differential calculus

Related Items (3)

Matrix-variate generalized linear model with measurement error ⋮ Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors ⋮ Covariance structure tests for multivariate \(t\)-distribution

Cites Work

The inefficiency of least squares
On the minimum efficiency of least squares
A DERIVATION OF THE HESSIAN OF THE (CONCENTRATED) LIKELIHOOD FUNCTION OF THE FACTOR MODEL EMPLOYING THE SCHUR PRODUCT
A theorem on the difference of the generalized inverses of two nonnegative matrices
Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix
Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution
A note on the asymptotics of a stochastic vector difference equation
Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models
On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
The Hadamard Product and Some of its Applications in Statistics
Sensitivity analysis of SAR estimators: a numerical approximation
Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
Scalar, Vector, and Matrix Mathematics
Sensitivity Analysis: Matrix Methods in Demography and Ecology
Generalized Vectorization, Cross-Products, and Matrix Calculus
On matrix procedures for optimizing differentiable scalar functions of matrices
Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
A Note on Kronecker Matrix Products and Matrix Equation Systems
Asymptotic Theory for Principal Component Analysis
Linear Statistical Inference and its Applications
A new matrix product and its applications in partitioned matrix differentiation
A matrix trace inequality
A matrix trace inequality
Matrix theory. Basic results and techniques
Introduction to modern matrix algebra. With applications to statistics
Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities.
Some statistical properties of Hadamard products of random matrices.
Statistical properties of the Hadamard product of random vectors.
A score test for detecting extreme values in a vector autoregressive model
Statistical proofs of some matrix theorems
Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
On a generalized core inverse
Sensitivity analysis in linear models
Estimation of the covariance matrix in multivariate partially linear models
Projection matrices, generalized inverse matrices, and singular value decomposition.
The commutation matrix: Some properties and applications
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models
Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE
The asymptotic variance matrix of the sample correlation matrix
Block Kronecker products and the vecb operator
Generalized matrix versions of the Cauchy-Schwarz and Kantorovich inequalities
Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis
A theorem on the rank of a product of matrices with illustration of its use in goodness of fit testing
On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions
Multivariate skewness and kurtosis measures with an application in ICA
On the concept of matrix derivative
Matrix trace Wielandt inequalities with statistical applications
Further inequalities involving the Khatri-Rao product
An alternative form of the Watson efficiency
On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
Tensor products and matrix differential calculus
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
The inefficiency of least squares: Extensions of the Kantorovich inequality
The asymptotic covariance matrix of sample correlation coefficients under general conditions
On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution
Fourth-order properties of normally distributed random matrices
The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix
A comment on Minimization of functions of a positive semidefinite matrix A subject to AX=0
Asymptotic inference for eigenvectors
Some extensions of the Kantorovich inequality and statistical applications
On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
Some further results on Hermitian-matrix inequalities
Unbiased estimation of fourth-order matrix moments
Constrained Kantorovich inequalities and relative efficiency of least squares
Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products
Maximum likelihood estimators in multivariate linear normal models
Estimation of the SURE model
A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities
Matrix results on the Khatri-Rao and Tracy-Singh products
Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model
Equality conditions for matrix Kantorovich-type inequalities
The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix
On best affine prediction
On local influence for elliptical linear models
On second-order and fourth-order moments of jointly distributed random matrices: A survey
Statistical proofs of some matrix inequalities
On an eigenvalue property relevant in correspondence analysis and related methods
Bilinear regression analysis. An introduction
Matrix derivatives with an application to an adaptive linear decision problem
Several inequalities involving Khatri-Rao products of positive semidefinite matrices
Third and fourth moment matrices of vec \(X'\) in multivariate analysis
A matrix equality useful in goodness-of-fit testing of structural equation models
Mathematical properties of the variance of the multinomial distribution
The heteroskedastic linear regression model and the Hadamard product. A note
Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis
Note on a matrix-concave function
The density of the Moore-Penrose inverse of a random matrix
Several matrix Kantorovich-type inequalities
A note on the representation of \({E\left({{\mathbf {x}}}\otimes {{\mathbf {xx}}}^{\prime}\right) }\) and \({E\left({{\mathbf {xx}}}^{\prime }\otimes {{\mathbf {xx}}}^{\prime }\right)}\) for the random vector \(\mathbf{x}\)
On the mean and variance of the generalized inverse of a singular Wishart matrix
Efficiency comparisons between the OLSE and the BLUE in a singular linear model
Matrix differential calculus with applications in the multivariate linear model and its diagnostics
An alternative look at the linear regression model
Spatial system estimators for panel models: a sensitivity and simulation study
Pseudo-inverse multivariate/matrix-variate distributions
Hadamard products and multivariate statistical analysis
Multivariate data, the arithmetic mean and exchangeability of transformations
A multivariate version of Samuelson's inequality
Distribution and density approximation of the co variance matrix in the growth curve model
On Kronecker products, tensor products and matrix differential calculus
Matrix Tricks for Linear Statistical Models
The variance matrix of a matrix quadratic form %81¡ under normality assumptions
On Jacobians of transformations with skew-symmetric, strictly (lower) triangular or diagonal matrix arguments
Some results on commutation matrices, with statistical applications
Core inverse of matrices
Antieigenvalues and antisingularvalues of a matrix and applications to problems in statistics
Moments for matrix normal variables
Best linear unbiased estimation of β subject to linear equality constraints in the general linear model
The Elimination Matrix: Some Lemmas and Applications
Symmetric Matrix Derivatives with Applications
R² in Seemingly Unrelated Regression Equations

This page was built for publication: Professor Heinz Neudecker and matrix differential calculus