Pages that link to "Item:Q3874343"

The following pages link to Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics (Q3874343):

Displaying 50 items.

• Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density (Q261030) (← links)
• Tests for multivariate normality based on canonical correlations (Q520396) (← links)
• Variance least squares estimators for multivariate linear mixed model (Q550124) (← links)
• Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices (Q619156) (← links)
• On multivariate associated kernels to estimate general density functions (Q684068) (← 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)
• FFT-based fast bandwidth selector for multivariate kernel density estimation (Q1658498) (← 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)
• A density matrix approach to the convergence of the self-consistent field iteration (Q2061329) (← links)
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
• Quantum image encryption based on Baker map and 2D logistic map (Q2129028) (← links)
• Envelope method with ignorable missing data (Q2233578) (← 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)
• A Riemannian inexact Newton dogleg method for constructing a symmetric nonnegative matrix with prescribed spectrum (Q2700005) (← links)
• Shayle R. Searle: Pioneer in Linear Modelling (Q2788930) (← links)
• On Kronecker products, tensor products and matrix differential calculus (Q2874322) (← links)
• L-structured matrices and linear matrix equations^∗ (Q3043310) (← links)
• Maximum likelihood estimation for multivariate normal distribution with monotone sample (Q3135565) (← links)
• Efficient estimation of reduced-rank partial envelope model in multivariate linear regression (Q3385483) (← 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)