Heinz Neudecker

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Heinz Neudecker Q231597



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Matrix differential calculus with applications in statistics and econometrics2019-03-28Paper
A theorem on the rank of a product of matrices with illustration of its use in goodness of fit testing
Psychometrika
2016-01-29Paper
On the distribution of the maximum likelihood estimator of Cronbach's alpha
Psychometrika
2014-07-18Paper
scientific article; zbMATH DE number 5884811 (Why is no real title available?)2011-05-05Paper
scientific article; zbMATH DE number 5633835 (Why is no real title available?)2009-11-16Paper
scientific article; zbMATH DE number 5633835 (Why is no real title available?)2009-11-16Paper
On two matrix derivaties by Kollo and von Rosen2009-11-16Paper
On two matrix derivaties by Kollo and von Rosen2009-11-16Paper
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result2009-11-16Paper
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result2009-11-16Paper
A matrix function useful in the estimation of linear continuous-time models2009-11-16Paper
A matrix function useful in the estimation of linear continuous-time models2009-11-16Paper
scientific article; zbMATH DE number 5633877 (Why is no real title available?)2009-11-16Paper
scientific article; zbMATH DE number 5633877 (Why is no real title available?)2009-11-16Paper
A new proof of the Milliken-Akdeniz theorem2009-07-23Paper
A new proof of the Milliken-Akdeniz theorem2009-07-23Paper
A matrix derivation of a representation theorem for \(({\text{tr}}A^p)^{1/p}\)2009-07-23Paper
A matrix derivation of a representation theorem for \(({\text{tr}}A^p)^{1/p}\)2009-07-23Paper
On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
Mathematics and Computers in Simulation
2009-06-18Paper
scientific article; zbMATH DE number 5072380 (Why is no real title available?)2006-11-15Paper
Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis
Statistical Papers
2006-11-14Paper
Multivariate data, the arithmetic mean and exchangeability of transformations
Linear Algebra and its Applications
2005-12-06Paper
scientific article; zbMATH DE number 2073340 (Why is no real title available?)2004-06-10Paper
scientific article; zbMATH DE number 2073359 (Why is no real title available?)2004-06-10Paper
scientific article; zbMATH DE number 2073359 (Why is no real title available?)2004-06-10Paper
On second-order and fourth-order moments of jointly distributed random matrices: A survey
Linear Algebra and its Applications
2004-03-29Paper
scientific article; zbMATH DE number 1944341 (Why is no real title available?)2004-01-26Paper
On best affine prediction
Statistical Papers
2003-08-31Paper
A matrix equality useful in goodness-of-fit testing of structural equation models
Journal of Statistical Planning and Inference
2003-05-22Paper
Third and fourth moment matrices of vec \(X'\) in multivariate analysis
Linear Algebra and its Applications
2003-02-05Paper
scientific article; zbMATH DE number 1843543 (Why is no real title available?)2002-12-10Paper
scientific article; zbMATH DE number 1843543 (Why is no real title available?)2002-12-10Paper
On an eigenvalue property relevant in correspondence analysis and related methods
Linear Algebra and its Applications
2001-08-17Paper
Some statistical properties of Hadamard products of random matrices.
Statistical Papers
2001-01-01Paper
Statistical properties of the Hadamard product of random vectors.
Statistical Papers
2001-01-01Paper
On the distribution of the maximum likelihood estimator of Cronbach's alpha
Psychometrika
2000-09-01Paper
A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities
Statistical Papers
1999-05-18Paper
scientific article; zbMATH DE number 1261669 (Why is no real title available?)1999-03-15Paper
Estimation of the SURE model
Statistical Papers
1999-01-25Paper
Experiments with mixtures: Optimal allocations for Becker's models
Metrika
1998-12-02Paper
The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix
Linear Algebra and its Applications
1998-07-06Paper
Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models
Statistica Neerlandica
1998-05-27Paper
Compact matrix expressions for generalized Wald tests of equality of moment vectors
Journal of Multivariate Analysis
1998-04-05Paper
Equality conditions for matrix Kantorovich-type inequalities
Journal of Mathematical Analysis and Applications
1998-03-08Paper
Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model
Linear Algebra and its Applications
1998-02-22Paper
scientific article; zbMATH DE number 1047758 (Why is no real title available?)1998-01-22Paper
Numerical solutions of the algebraic matrix Riccati equation
Journal of Economic Dynamics and Control
1997-02-28Paper
Several matrix Kantorovich-type inequalities
Journal of Mathematical Analysis and Applications
1997-01-06Paper
The density of the Moore-Penrose inverse of a random matrix
Linear Algebra and its Applications
1996-12-09Paper
Note on a matrix-concave function
Journal of Mathematical Analysis and Applications
1996-08-18Paper
The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality
Linear Algebra and its Applications
1996-08-14Paper
The Hadamard Product and Some of its Applications in Statistics
Statistics
1996-05-20Paper
The heteroskedastic linear regression model and the Hadamard product. A note
Journal of Econometrics
1996-02-13Paper
Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis
Statistical Papers
1996-02-13Paper
The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix
Statistics & Probability Letters
1996-01-01Paper
A \(V\)-optimal design for Scheffé's polynomial model
Statistics & Probability Letters
1995-09-19Paper
Mathematical properties of the variance of the multinomial distribution
Journal of Mathematical Analysis and Applications
1995-06-19Paper
Corrigendum to: ``Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
Journal of Multivariate Analysis
1994-12-11Paper
A note on the asymptotics of a stochastic vector difference equation
Biometrika
1994-08-22Paper
Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
Journal of Multivariate Analysis
1994-06-28Paper
A compact expression for the variance of sample second-order moments in multivariate linear relations. An alternative proof of Satorra's result
Statistics & Probability Letters
1994-05-19Paper
Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution
Communications in Statistics: Theory and Methods
1994-01-31Paper
scientific article; zbMATH DE number 192992 (Why is no real title available?)1993-06-05Paper
scientific article; zbMATH DE number 150209 (Why is no real title available?)1993-04-01Paper
A matrix trace inequality
Journal of Mathematical Analysis and Applications
1992-09-27Paper
R2 in Seemingly Unrelated Regression Equations
Statistica Neerlandica
1992-06-28Paper
Unbiased estimation of fourth-order matrix moments
Linear Algebra and its Applications
1992-06-28Paper
Block Kronecker products and the vecb operator
Linear Algebra and its Applications
1991-01-01Paper
Linear structural relations: Gradient and Hessian of the fitting function
Statistics & Probability Letters
1991-01-01Paper
The asymptotic variance matrix of the sample correlation matrix
Linear Algebra and its Applications
1990-01-01Paper
The variance matrix of a matrix quadratic form %81¡ under normality assumptions
Statistics
1990-01-01Paper
On the identification of restricted factor loading matrices: An alternative condition
Journal of Mathematical Psychology
1990-01-01Paper
Albert's theorem applied to problems of efficiency and MSE superiority
Statistica Neerlandica
1989-01-01Paper
The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
Linear Algebra and its Applications
1988-01-01Paper
Fourth-order properties of normally distributed random matrices
Linear Algebra and its Applications
1987-01-01Paper
An approach to n-mode components analysis
Psychometrika
1986-01-01Paper
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
Journal of Mathematical Psychology
1985-01-01Paper
On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution
Linear Algebra and its Applications
1985-01-01Paper
scientific article; zbMATH DE number 3956235 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3850309 (Why is no real title available?)1984-01-01Paper
Some results on commutation matrices, with statistical applications
The Canadian Journal of Statistics
1983-01-01Paper
On Jacobians of transformations with skew-symmetric, strictly (lower) triangular or diagonal matrix arguments
Linear and Multilinear Algebra
1983-01-01Paper
scientific article; zbMATH DE number 3815873 (Why is no real title available?)1982-01-01Paper
The Elimination Matrix: Some Lemmas and Applications
SIAM Journal on Algebraic Discrete Methods
1980-01-01Paper
A comment on Minimization of functions of a positive semidefinite matrix A subject to AX=0
Journal of Multivariate Analysis
1980-01-01Paper
Best quadratic unbiased estimation of the variance matrix in normal regression
Statistische Hefte
1980-01-01Paper
The commutation matrix: Some properties and applications
The Annals of Statistics
1979-01-01Paper
Best linear unbiased estimation of β subject to linear equality constraints in the general linear model
Statistische Hefte
1979-01-01Paper
Bounds for the Bias of the LS Estimator of @s^2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term
Econometrica
1978-01-01Paper
Exact Linear Restrictions on Parameters in the General Linear Model with a Singular Covariance Matrix1977-01-01Paper
Abrahamse and Koerts' `new estimator' of disturbances in regression analysis
Journal of Econometrics
1977-01-01Paper
Bounds for the Bias of the Least Squares Estimator of @s^2 in the Case of a First-Order Autoregressive Process (Positive Autocorrelation)
Econometrica
1977-01-01Paper
A DERIVATION OF THE HESSIAN OF THE (CONCENTRATED) LIKELIHOOD FUNCTION OF THE FACTOR MODEL EMPLOYING THE SCHUR PRODUCT
British Journal of Mathematical and Statistical Psychology
1975-01-01Paper
scientific article; zbMATH DE number 3603427 (Why is no real title available?)1974-01-01Paper
De BLUF‐schatter: een rechtstreekse afleiding
Statistica Neerlandica
1973-01-01Paper
scientific article; zbMATH DE number 3386729 (Why is no real title available?)1972-01-01Paper
scientific article; zbMATH DE number 3563304 (Why is no real title available?)1971-01-01Paper
Aggregation in Input-Output Analysis: An Extension of Fisher's Method
Econometrica
1970-01-01Paper
A Note on Kronecker Matrix Products and Matrix Equation Systems
SIAM Journal on Applied Mathematics
1969-01-01Paper
Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products1969-01-01Paper
The Kronecker Matrix Product and Some of its Applications in Econometrics
Statistica Neerlandica
1968-01-01Paper
On matrix procedures for optimizing differentiable scalar functions of matrices
Statistica Neerlandica
1967-01-01Paper
Note on the Asymptotic Standard Errors of Latent Roots of Econometric Equation Systems
Revue de l'Institut International de Statistique / Review of the International Statistical Institute
1966-01-01Paper


Research outcomes over time


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