On the use of differentials in statistics

DOI10.1016/0024-3795(85)90060-6zbMath0592.62058OpenAlexW1986994840MaRDI QIDQ1075726

Chi Song Wong

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(85)90060-6

zbMATH Keywords

surveyquadratic differential formsdifferentialsmatrix derivativesMonotone operatorsextreme-value problems

Mathematics Subject Classification ID

Multivariate analysis (62H99) Calculus of vector functions (26B12)

Related Items (7)

Estimating covariance in a growth curve model ⋮ Extensions of \(tr[(A^{-1}-B^{-1})(A-B)\leq 0\) for covariance matrices A, B] ⋮ Multivariate versions of Cochran's theorems ⋮ Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices ⋮ Estimation in a growth curve model with singular covariance ⋮ Evaluating matrix-variate moments through higher-order differential forms and combinatorial algorithms. ⋮ Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules

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