Pages that link to "Item:Q599462"
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The following pages link to The commutation matrix: Some properties and applications (Q599462):
Displaying 50 items.
- Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density (Q261030) (← links)
- An analysis of penalized interaction models (Q282572) (← links)
- On the Sylvester-like matrix equation \(AX+f(X)B=C\) (Q285672) (← links)
- Difference in difference meets generalized least squares: higher order properties of hypotheses tests (Q295397) (← links)
- Multivariate truncated moments (Q391583) (← links)
- Prediction in abundant high-dimensional linear regression (Q391850) (← links)
- A note on the fourth cumulant of a finite mixture distribution (Q391952) (← links)
- A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations (Q421396) (← links)
- Principal support vector machines for linear and nonlinear sufficient dimension reduction (Q449992) (← links)
- On the non-existence of optimal solutions and the occurrence of ``degeneracy'' in the CANDECOMP/PARAFAC model (Q477955) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Principal components on coefficient of variation matrices (Q537346) (← links)
- Variance least squares estimators for multivariate linear mixed model (Q550124) (← links)
- The skew-symmetric orthogonal solutions of the matrix equation \(AX=B\) (Q556903) (← links)
- Identification in restricted factor models and the evaluation of rank conditions (Q583771) (← links)
- On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- Dimension estimation in sufficient dimension reduction: a unifying approach (Q608333) (← links)
- Quadratic estimators of covariance components in a multivariate mixed linear model (Q635895) (← links)
- Eigenprojections and the equality of latent roots of a correlation matrix (Q672033) (← links)
- Robust trend inference with series variance estimator and testing-optimal smoothing parameter (Q738032) (← links)
- Concise formulae for the cumulant matrices of a random vector (Q745206) (← links)
- Block Kronecker products and the vecb operator (Q755854) (← links)
- Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices (Q804124) (← links)
- The algebra of multimode factor analysis (Q808131) (← links)
- The information matrix of a sample of observations with missing data from a mutlivariate normal distribution with a covariance structure (Q911187) (← links)
- Sequential confidence sets with guaranteed coverage probability and beta- protection (Q915320) (← links)
- MANOVA for large hypothesis degrees of freedom under non-normality (Q946212) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms (Q979014) (← links)
- Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality (Q1022003) (← links)
- Tensor products and matrix differential calculus (Q1065108) (← links)
- On some pattern-reduction matrices which appear in statistics (Q1066593) (← links)
- Matrix differential calculus with applications to simple, Hadamard, and Kronecker products (Q1070719) (← links)
- On the use of differentials in statistics (Q1075726) (← links)
- Identification of linear stochastic models with covariance restrictions (Q1077122) (← links)
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855) (← links)
- The asymptotic covariance matrix of sample correlation coefficients under general conditions (Q1081247) (← links)
- The use of generalized inverses in restricted maximum likelihood (Q1086945) (← links)
- On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution (Q1087274) (← links)
- A dual approach for matrix-derivatives (Q1088347) (← links)
- On the symmetric solutions of a linear matrix equation (Q1090728) (← links)
- Fourth-order properties of normally distributed random matrices (Q1094507) (← links)
- Testing the normality assumption in multivariate simultaneous limited dependent variable models (Q1099569) (← 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)
- Elliptical multivariate analysis (Q1118935) (← links)
- A note on the characteristic polynomial of the commutation matrix (Q1149494) (← links)
- On the behavior of inconsistent instrumental variable estimators (Q1173369) (← links)
- Unbiased estimation of fourth-order matrix moments (Q1183136) (← links)
