Simple derivations for two Jacobians of basic importance in multivariate statistics
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Publication:1595145
DOI10.1016/S0024-3795(00)00158-0zbMath1157.62408WikidataQ126388600 ScholiaQ126388600MaRDI QIDQ1595145
Publication date: 11 February 2001
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
15A04: Linear transformations, semilinear transformations
15A69: Multilinear algebra, tensor calculus
Cites Work
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
- The Elimination Matrix: Some Lemmas and Applications
- Some Applications of Matrix Derivatives in Multivariate Analysis
- Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
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