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    Statements

    author
    Jan R. Magnus
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    Heinz Neudecker
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    publication date
    5 June 1993
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    Mathematics Subject Classification ID
    15-02
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    62J05
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    62P15
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    53A45
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    26B12
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    62H25
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    15A09
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    15A45
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    15A42
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    zbMATH DE Number
    192992
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    zbMATH Keywords
    multivariate linear regression
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    maximum likelihood estimation
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    matrix differential calculus
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    vectors
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    matrices
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    Kronecker products
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    vec operator
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    Moore-Penrose inverse
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    Static optimization
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    Jacobian matrices
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    Hessian matrices
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    Inequalities
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    psychometrics
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