Search Results - "NEUDECKER, Heinz" :: K.UTB vyhledávací portál

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Matrix differential calculus with applications in statistics and econometrics

by Magnus, Jan R, Neudecker, Heinz
Year of Publication 01.01.2019

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eBook

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Matrix Differential Calculus with Applications in Statistics and Econometrics, 3rd Edition

by Jan R. Magnus, Heinz Neudecker
Year of Publication 18.03.2019

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A Theorem on the Rank of a Product of Matrices with Illustration of Its Use in Goodness of Fit Testing

by Satorra, Albert, Neudecker, Heinz
Published in Psychometrika (01.12.2015)

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Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis

by Neudecker, Heinz, Trenkler, Götz
Published in Statistical papers (Berlin, Germany) (01.06.2006)

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Experiments with mixtures : Optimal allocations for Becker's models

by LIU, S, NEUDECKER, H
Published in Metrika (1997)

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On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity

by Liu, Shuangzhe, Neudecker, Heinz
Published in Mathematics and computers in simulation (01.04.2009)

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Problem section

Published in Statistical papers (Berlin, Germany) (01.01.2007)

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A recursion formula for expected negative and positive powers of the central Wishart distribution

by Neudecker, Heinz
Published in Statistics and operations research transactions (01.07.2007)

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ASYMPTOTICS OF PEARSON-HOTELLING PRINCIPAL-COMPONENT VECTORS OF SAMPLE VARIANCE AND CORRELATION MATRICES

by Kollo, Tônu, Neudecker, Heinz
Published in Behaviormetrika (1997)

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Fourth-order properties of normally distributed random matrices

by Neudecker, Heinz, Wansbeek, Tom
Published in Linear algebra and its applications (01.12.1987)

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A matrix function useful in the estimation of linear continuous-time models

by Neudecker, Heinz
Published in Statistics and operations research transactions (2006)

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Problem Section

by Neudecker, Heinz
Published in Statistical papers (Berlin, Germany) (01.01.2005)

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Problemsection

by Neudecker, Heinz
Published in Statistical papers (Berlin, Germany) (01.04.2004)

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A Particular Symmetric Idempotent Matrix

by Neudecker, Heinz
Published in Econometric theory (01.02.2002)

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On best affine unbiased covariance-preserving prediction of factor scores

by Neudecker, Heinz
Published in Statistics and operations research transactions (2004)

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Third and fourth moment matrices of vecX′ in multivariate analysis

by Neudecker, Heinz, Trenkler, Götz
Published in Linear algebra and its applications (15.10.2002)

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Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result

by Neudecker, Heinz
Published in Statistics and operations research transactions (2004)

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A Determinantal Inequality

by Neudecker, Heinz
Published in Econometric theory (01.04.2001)

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On two matrix derivatives by Kollo and von Rosen

by Neudecker, Heinz
Published in Statistics and operations research transactions (01.07.2003)

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Third and fourth moment matrices of vec X' in multivariate analysis: Ninth Special Issue on Linear Algebra and Statistics

by NEUDECKER, Heinz, TRENKLER, Götz
Published in Linear algebra and its applications (2003)

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