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13.240 Articles in journals published by the UPC
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On two matrix derivatives by Kollo and von Rosen

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Neudecker, Heinz
Document typeArticle
Defense date2003
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
Attribution-NonCommercial-NoDerivs 2.5 Spain
Except where otherwise noted, content on this work is licensed under a Creative Commons license : Attribution-NonCommercial-NoDerivs 2.5 Spain
Abstract
The 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 transformations apply and the Moore-Penrose inverse of the duplication matrix is used. Both Xand F have the same dimension.
CitationNeudecker, Heinz. "On two matrix derivatives by Kollo and von Rosen". SORT, 2003, Vol. 27, núm. 2 
URIhttp://hdl.handle.net/2099/3738
ISSN1696-2281
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  • SORT (Statistics and Operations Research Transactions) - 2003, Vol. 27, Núm. 2 [4]
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