Symmetric Matrix Derivatives with Applications

DOI10.2307/2287736zbMATH Open0503.62052OpenAlexW4234500049MaRDI QIDQ3969716FDOQ3969716

Authors: Charles E. McCulloch 

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2287736

zbMATH Keywords

symmetric matricesmatrix derivativesmultivariate normal information matrixVec (.) matrix operatorsVech (.) matrix operators

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Cited In (13)

• Finite mixture models and model-based clustering
• Professor Heinz Neudecker and matrix differential calculus
• Fixed-smoothing asymptotics for time series
• RobustM-estimators of multivariate location and scatter in the presence of asymmetry
• Estimation of a multivariate normal covariance matrix with staircase pattern data
• Implicit construction of McCulloch's \(G\) matrix for the numerical evaluation of Fisher information matrices
• Patterned matrix derivatives
• A density matrix approach to the convergence of the self-consistent field iteration
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics
• Maximum L\(q\)-likelihood estimation
• What is the gradient of a scalar function of a symmetric matrix?
• A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
• On some pattern-reduction matrices which appear in statistics

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