MATRIX DIFFERENTIAL-CALCULUS WITH APPLICATIONS TO SIMPLE, HADAMARD, AND KRONECKER PRODUCTS

被引：86

作者：

MAGNUS, JR

NEUDECKER, H

机构：

[1] UNIV AMSTERDAM,INST ACTUARIAL SCI & ECONOMETR,JODENBREESTR 23,1011 NH AMSTERDAM,NETHERLANDS

[2] UNIV LONDON LONDON SCH ECON & POLIT SCI,LONDON WC2A 2AE,ENGLAND

来源：

JOURNAL OF MATHEMATICAL PSYCHOLOGY | 1985年 / 29卷 / 04期

关键词：

D O I：

10.1016/0022-2496(85)90006-9

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：474 / 492

页数：19

共 15 条

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[3] SOME APPLICATIONS OF MATRIX DERIVATIVES IN MULTIVARIATE ANALYSIS [J].

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[6] COMMUTATION MATRIX - SOME PROPERTIES AND APPLICATIONS [J].

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NEUDECKER, H .

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[7]

MCDONALD RP, 1973, GEN SYST, V18, P37

[8]

NEL DG, 1980, S AFR STAT J, V14, P137

[9]

NEUDECKER, 1969, J AM STAT ASSOC, V64, P953

[10]

Neudecker H., 1983, CAN J STAT, V11, P221

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