DOI10.1137/0601049zbMath0497.15014OpenAlexW2154865683MaRDI QIDQ3961603
Jan R. Magnus, Heinz Neudecker
Publication date: 1980
Published in: SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)
Full work available at URL: https://research.tilburguniversity.edu/en/publications/0e3315d3-846c-4bc5-928e-f9f025fa05b5
The use of generalized inverses in restricted maximum likelihood ⋮
A dual approach for matrix-derivatives ⋮
Coherency and estimation in simultaneous models with censored or qualitative dependent variables ⋮
On the symmetric solutions of a linear matrix equation ⋮
Asymptotically efficient estimators for stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator ⋮
A Bartlett adjustment to the likelihood ratio test for a system of equations ⋮
Testing the normality assumption in multivariate simultaneous limited dependent variable models ⋮
Bias corrected estimates in multivariate student t regression models ⋮
The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions ⋮
Further results on the vecd operator and its applications ⋮
Unnamed Item ⋮
Identification of linear systems with multiplicative noise from multiple trajectory data ⋮
Stability, performance and sensitivity analysis of I.I.D. jump linear systems ⋮
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance ⋮
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation ⋮
Stochastic quasi-Newton with line-search regularisation ⋮
Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: iterative process ⋮
Quadratic surface support vector machine with L1 norm regularization ⋮
The Riemannian geometry of the space of positive-definite matrices and its application to the regularization of positive-definite matrix-valued data ⋮
Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices ⋮
Constructive algorithm to vectorize \((P \otimes P\) product for symmetric matrix \(P\) ⋮
Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices ⋮
What is the gradient of a scalar function of a symmetric matrix? ⋮
Symmetrizers of matrices ⋮
Common solutions to the matrix equations \(AX=B\) and \(XC=D\) on a subspace ⋮
Robust Multivariate Lasso Regression with Covariance Estimation ⋮
The information matrix of a sample of observations with missing data from a mutlivariate normal distribution with a covariance structure ⋮
The reflexive and anti-reflexive solutions of the matrix equation \(AX=B\). ⋮
A note on Sheppard's corrections for grouping and maximum likelihood estimation ⋮
Conditionally structured variational Gaussian approximation with importance weights ⋮
Nonparametric regression estimate with Berkson Laplace measurement error ⋮
On the symmetric solutions of linear matrix equations ⋮
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood ⋮
Symmetric and skew-antisymmetric solutions to systems of real quaternion matrix equations ⋮
The left greatest common divisor and the left least common multiple for all solutions of the matrix equation \(BX = a\) over a commutative domain of elementary divisors ⋮
A quadratic Kalman filter ⋮
Minimum distance approach to inference with many instruments ⋮
On the relationship between the matrix operators, vech and vecd ⋮
A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem ⋮
Stochastic invariance of closed sets with non-Lipschitz coefficients ⋮
The symmetric solution of the matrix equations \(AX+YA=C, AXA^ t+BYB^ t=C\), and \((A^ tXA, B^ tXB)=(C,D)\) ⋮
Bisymmetric and centrosymmetric solutions to systems of real quaternion matrix equations ⋮
An admissible dual internal point method for a linear semidefinite programming problem ⋮
Two-phase simplex method for linear semidefinite optimization ⋮
The skew-symmetric orthogonal solutions of the matrix equation \(AX=B\) ⋮
L-structured matrices and linear matrix equations∗ ⋮
Errors in variables: consistent adjusted least squares (cals) estimation ⋮
A representation of the general common solution to the matrix equations \(A_1XB_1=C_1\) and \(A_2XB_2=C_2\) with applications ⋮
Testing exogeneity in overidentified models ⋮
Estimation and testing when explanatory variables are endogenous. An application to a demand system ⋮
On the efficient estimation of simultaneous equations with covariance restrictions ⋮
Performance boundary mapping for continuous and discrete time linear systems ⋮
Direct Newton method for a linear problem of semidefinite programming ⋮
Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels ⋮
On multivariate skewness and kurtosis ⋮
Symmetric solutions of linear matrix equations by matrix decompositions ⋮
The asymptotic variance matrix of the sample correlation matrix ⋮
Fisher scoring for crossed factor linear mixed models ⋮
Block Kronecker products and the vecb operator ⋮
Matrix differential calculus with applications in the multivariate linear model and its diagnostics ⋮
Errors-in-variables in demand systems ⋮
Systems of Polynomial Equations, Higher-Order Tensor Decompositions, and Multidimensional Harmonic Retrieval: A Unifying Framework. Part II: The Block Term Decomposition ⋮
Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances ⋮
Beyond the mean: a flexible framework for studying causal effects using linear models ⋮
Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems ⋮
Correlators of Polynomial Processes ⋮
A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients ⋮
A system of four matrix equations over von Neumann regular rings and its applications ⋮
Simple derivations for two Jacobians of basic importance in multivariate statistics ⋮
On some pattern-reduction matrices which appear in statistics ⋮
A Method for Computing Moments of Quadratic Forms Involving Wrapped Random Variables ⋮
Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: Newton's system of equations
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