Publication:5708419

From MaRDI portal
Revision as of 05:43, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)


zbMath1084.15001MaRDI QIDQ5708419

Jan R. Magnus, Karim M. Abadir

Publication date: 18 November 2005



15A23: Factorization of matrices

15A09: Theory of matrix inversion and generalized inverses

15A15: Determinants, permanents, traces, other special matrix functions

00A07: Problem books

15A39: Linear inequalities of matrices

15A18: Eigenvalues, singular values, and eigenvectors

15A27: Commutativity of matrices

68T20: Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.)

15A04: Linear transformations, semilinear transformations

15A54: Matrices over function rings in one or more variables

15A03: Vector spaces, linear dependence, rank, lineability

15A06: Linear equations (linear algebraic aspects)

15-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to linear algebra


Related Items

Key‐nodes selection problem for minimum cost control of directed networks, IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS, Confidence intervals for sparse precision matrix estimation via Lasso penalized D-trace loss, LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS, Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices, Identification and Identification Failure for Treatment Effects Using Structural Systems, A Generalized Spatial Panel Data Model with Random Effects, Distributed event-triggered adaptive partial diffusion strategy under dynamic network topology, Unnamed Item, Recurrent Neural Network Approach Based on the Integral Representation of the Drazin Inverse, An upper bound for functions of estimators in high dimensions, Comprehensively testing linearity hypothesis using the smooth transition autoregressive model, Efficient GMM estimation with singular system of moment conditions, Optimal Adaptive Designs with Inverse Ordinary Differential Equations, Positive-definite thresholding estimators of covariance matrices with zeros, Maximum likelihood estimation of a spatial autoregressive Tobit model, The local partial autocorrelation function and some applications, A continuous updating weighted least squares estimator of tail dependence in high dimensions, A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous, Extended matrix variate gamma and beta functions, Nonparametric estimation of multivariate elliptic densities via finite mixture sieves, Feedback Nash equilibria for linear quadratic descriptor differential games, Stochastically exponential stability and stabilization of uncertain linear hyperbolic PDE systems with Markov jumping parameters, Some considerations in relation to the matrix equation \(AXB = C\), Finite time convergent learning law for continuous neural networks, On the use of coordinate-free matrix calculus, Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso, Matrix rank and inertia formulas in the analysis of general linear models, CUE with many weak instruments and nearly singular design, Weighted semi-trapezoidal approximations of fuzzy numbers, The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation, The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior, A prey-predator model with migrations and delays, Sensitivity of GLS estimators in random effects models, On the concept of matrix derivative, DSGE pileups, Improved GMM estimation of panel VAR models, Matrix exponential stochastic volatility with cross leverage, Robust exponential synchronization for a class of master-slave distributed parameter systems with spatially variable coefficients and nonlinear perturbation, VARMA representation of DSGE models, Pythagorean generalization of testing the equality of two symmetric positive definite matrices, On identifying structural VAR models via ARCH effects, Spatial weights matrix selection and model averaging for spatial autoregressive models, What to expect when you're calibrating: measuring the effect of calibration on the estimation of macroeconomic models, Recurrent neural network for computing the \(W\)-weighted Drazin inverse, Generating univariate fractional integration within a large VAR(1), A generalization of a graph theory Mertens' theorem: Galois covering case, Extended matrix variate hypergeometric functions and matrix variate distributions, Coupling based estimation approaches for the average reward performance potential in Markov chains, The (multi-player) linear quadratic state feedback control problem for index one descriptor systems, Sensitivity analysis of discrete Markov chains via matrix calculus, An accurate Ritz approach for analysis of cracked stiffened plates, Increasing the power of specification tests, Feasible generalized least squares estimation of multivariate GARCH(1,1) models, Nesbitt and Shapiro cyclic sum inequalities for positive definite matrices, On two correlated linear models with common and different parameters, Beyond the mean: a flexible framework for studying causal effects using linear models, Numerical solutions for coupled trapezoidal fully fuzzy Sylvester matrix equations, Procrustes analysis for high-dimensional data, Time to intervene: a continuous-time approach to network analysis and centrality, Optimization on matrix manifold based on gradient information and its applications in network control, Adjustments of Rao's score test for distributional and local parametric misspecifications, An objective prior for hyperparameters in normal hierarchical models, Statistical analysis of sparse approximate factor models, Observer-based discrete-time sliding mode control for systems with unmatched uncertainties, Analysis of dependent data aggregated into intervals, The Jacobian of the exponential function, Efficient regularized least-squares algorithms for conditional ranking on relational data, Cost-extended control systems on Lie groups, Sequential monitoring for changes from stationarity to mild non-stationarity, Grassmann algorithms for low rank approximation of matrices with missing values, A new grey prediction model FGM\((1, 1)\), Geometry-aware principal component analysis for symmetric positive definite matrices, Quantifying uncertainties in first-principles alloy thermodynamics using cluster expansions, Nelson-Plosser revisited: the ACF approach, Sensitivity analysis of periodic matrix population models, Some approximations of the logistic distribution with application to the covariance matrix of logistic regression, Design-free estimation of variance matrices, A result on output feedback linear quadratic control, Multivariate tensor-based morphometry with a right-invariant Riemannian distance on \(\mathrm{GL}^+(n)\), An iterative method for the design of variable fractional-order FIR differintegrators, The continuous-time limit of score-driven volatility models, Identification of unobserved distribution factors and preferences in the collective household model, ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS, An Exponential Observer for Systems on SE(3) with Implicit Outputs, Typed Linear Algebra for Weigthed (Probabilistic) Automata, A statistical physics approach to learning curves for the inverse Ising problem, Effects of correlated covariates on the asymptotic efficiency of matching and inverse probability weighting estimators for causal inference