Minima and maxima in multivariate analysis
From MaRDI portal
Publication:3888354
DOI10.2307/3314675zbMath0444.62058MaRDI QIDQ3888354
Publication date: 1980
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3314675
multivariate normal populations; monotone operators; maximum likelihood estimators; principal components; multivariate regression; gradients; multivariate analysis of variance; convex open sets; symbolic matrix derivatives; testing extreme values of functions
Related Items
Extensions of \(tr[(A^{-1}-B^{-1})(A-B)\leq 0\) for covariance matrices A, B]
Cites Work
- Matrix derivatives with an application to an adaptive linear decision problem
- Extrema of quadratic forms with applications to statistics
- On Testing a Multivariate Linear Hypothesis When the Covariance Matrix and Its Inverse Have the Same Pattern
- On matrix procedures for optimizing differentiable scalar functions of matrices
- Some Applications of Matrix Derivatives in Multivariate Analysis
- The Kronecker Matrix Product and Some of its Applications in Econometrics
- Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
- Linear Statistical Inference and its Applications
- A new matrix product and its applications in partitioned matrix differentiation
- Symbolic Matrix Derivatives
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item