A Note on the Variance of a Matrix

DOI10.2307/1909526MaRDI QIDQ5588230zbMATH OpenOpenAlexFDO

Authors D. H. Nissen

Publication date 1968

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1909526

zbMATH Keywords

statistics

Cited in

(7)

• Tensor products and matrix differential calculus
• Algorithms for adaptive stochastic control for a class of linear systems
• On the control of structural models
• An application of group theory to matrices and to ordinary differential equations
• Asymptotic standard errors of point elasticities calculated from simultaneous equation systems
• The vec-permutation matrix, the vec operator and Kronecker products: a review
• Constrained linear filter and its relation to singular optimal control

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