Pages that link to "Item:Q3874343"
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The following pages link to Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics (Q3874343):
Displayed 45 items.
- Variance least squares estimators for multivariate linear mixed model (Q550124) (← links)
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices (Q619156) (← links)
- Some representations of the multivariate Bernoulli and binomial distributions (Q911185) (← links)
- Finite mixture models and model-based clustering (Q975580) (← links)
- Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792) (← links)
- A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (Q1059953) (← links)
- Tensor products and matrix differential calculus (Q1065108) (← links)
- On some pattern-reduction matrices which appear in statistics (Q1066593) (← links)
- On the use of differentials in statistics (Q1075726) (← links)
- The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions (Q1102056) (← links)
- Applications of the matrix operators vech and vec (Q1115061) (← links)
- The estimation of multivariate random coefficient autoregressive models (Q1169230) (← links)
- Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (Q1170850) (← links)
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
- Robust designs for approximately linear regression: \(M\)-estimated parameters (Q1330226) (← links)
- Simple derivations for two Jacobians of basic importance in multivariate statistics (Q1595145) (← links)
- Singular random matrix decompositions: Jacobians (Q1776872) (← links)
- The asymptotic distributions of some estimators for a factor analysis model (Q1822428) (← links)
- Common principal components for dependent random vectors (Q1840776) (← links)
- Distribution of sum of squares and products matrices for the generalized multilinear matrix-\(T\) model (Q1867138) (← links)
- Asymptotic distributions for testing dimensionality in \(q\)-based pHd. (Q1871226) (← links)
- Implicit construction of McCulloch's \(G\) matrix for the numerical evaluation of Fisher information matrices (Q1896157) (← links)
- Fitting very large sparse Gaussian graphical models (Q1927038) (← links)
- The Riemannian geometry of the space of positive-definite matrices and its application to the regularization of positive-definite matrix-valued data (Q1932852) (← links)
- On the mean and variance of the generalized inverse of a singular Wishart matrix (Q1952178) (← links)
- Structured models of infectious disease: inference with discrete data (Q2442469) (← links)
- The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption (Q2581822) (← links)
- The mixed model for multivariate repeated measures: Validity conditions and an approximate test (Q2639505) (← links)
- On Kronecker products, tensor products and matrix differential calculus (Q2874322) (← links)
- L-structured matrices and linear matrix equations<sup>∗</sup> (Q3043310) (← links)
- Maximum likelihood estimation for multivariate normal distribution with monotone sample (Q3135565) (← links)
- Error analysis for general multtvariate kernel estimators (Q3432325) (← links)
- Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case (Q3520977) (← links)
- SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869) (← links)
- Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry (Q3740060) (← links)
- The variance of the error rates of classification rules (Q3746703) (← links)
- Patterned matrix derivatives (Q3828147) (← links)
- The vec-permutation matrix, the vec operator and Kronecker products: a review (Q3907688) (← links)
- THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I (Q3959320) (← links)
- The Elimination Matrix: Some Lemmas and Applications (Q3961603) (← links)
- Estimation in the presence of incidental parameters (Q3965402) (← links)
- Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models (Q4387651) (← links)
- TESTING FOR THE RANDOMNESS OF AUTOREGRESSIVE COEFFICIENTS (Q4742195) (← links)
- Sparse Estimation of Conditional Graphical Models With Application to Gene Networks (Q4916448) (← links)
- Smooth Goodness-of-Fit Specification Tests Under the Lagrange Multiplier Principle (Q5457973) (← links)