Browsing by Author "Neudecker, Heinz"
Now showing items 1-15 of 15
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A matrix derivation of a representation theorem for (trAp)1/p
(Universitat Politècnica de Catalunya. Centre de Càlcul, 1989)
Article
Open AccessA matrix derivation of a well-known representation theorem for (tr Ap)1/p is given, which is the solution of a restricted maximization problem. The paper further gives a solution of the corresponding restricted minimization ... -
A matrix function useful in the estimation of linear continuous-time models.
(Institut d'Estadística de Catalunya, 2006)
Article
Open AccessIn a recent publication Chen & Zadrozny (2001) derive some equations for efficiently computing eA and ∇ eA, its derivative. They employ an expression due to Bellman (1960), Snider (1964) and Wilcox (1967) for the differential ... -
A new proof of the Milliken-Akdeniz theorem
(Universitat Politècnica de Catalunya. Centre de Càlcul, 1989)
Article
Open AccessA simple proof is given for a theorem by Milliken and Akdeniz (1977) about the difference of the Moore-Penrose inverses of two positive semi-definite matrices. -
A note on the matrix Haffian
(Institut d'Estadística de Catalunya, 2000)
Article
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A note on the scalar Haffian
(Institut d'Estadística de Catalunya, 2000)
Article
Open AccessIn this note a uniform transparent presentation of the scalar Haffian will be given. Some well-known results will be generalized. A link will be established between the scalar Haffian and the derivative matrix as developed ... -
A recursion formula for expected negative and positive powers of the central Wishart distribution
(Institut d'Estadística de Catalunya, 2007)
Article
Open AccessWe use Haff’s fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution. -
Academic section. Problem proposals: 93, 94, 95, 96, 97 and 98
(Institut d'estadística de Catalunya, 2002)
Review
Open AccessRecull de problemes -
Academic section. Solution to problem 92 (published in v. 26, n. 1-2, p. 281)
(Institut d'estadística de Catalunya, 2002)
Article
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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
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessThe main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wishart identity is ... -
On best affine unbiased covariance-preserving prediction of factor scores
(Institut d'Estadística de Catalunya, 2004)
Article
Open AccessThis paper gives a generalization of results presented by ten Berge, Krijnen, Wansbeek & Shapiro. They examined procedures and results as proposed by Anderson & Rubin, McDonald, Green and Krijnen, Wansbeek & ten Berge. We ... -
On two matrix derivatives by Kollo and von Rosen
(Institut d'Estadística de Catalunya, 2003)
Article
Open AccessThe article establishes relationships between the matrix derivatives of Fwith respect to Xas introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. The usual ... -
Secció docent i problemes
(Institu d'Estadistica de Catalunya, 1999)
Article
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Secció docent i problemes
(Institut d'Estadística de Catalunya, 2000)
Article
Open Access -
Secció docent i problemes
(Institut d'Estadística de Catalunya, 2001)
Article
Open Access -
Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate
(Institut d'Estadística de Catalunya, 2001)
Article
Open AccessIn this paper we revisit Haff's seminal work on the matrix Haffian as we proposed to call it. We review some results, and give new derivations. Use is made of the link between the matrix Haffian ÑF and the differential of ...
