Some statistical properties of Hadamard products of random matrices.

DOI10.1007/S003620100074zbMath1099.62518OpenAlexW2059906630MaRDI QIDQ5956475

Heinz Neudecker, Shuangzhe Liu

Publication date: 2001

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s003620100074

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Related Items (4)

The Hilbert function of some Hadamard products ⋮ Professor Heinz Neudecker and matrix differential calculus ⋮ On Hadamard products of linear varieties ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics

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• NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION
• The Hadamard Product and Some of its Applications in Statistics
• Statistical properties of the Hadamard product of random vectors.

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