scientific article; zbMATH DE number 192992

zbMATH Open0651.15001MaRDI QIDQ4039873FDOQ4039873

Authors: Jan R. Magnus, Heinz Neudecker 

Publication date: 5 June 1993

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zbMATH Keywords

maximum likelihood estimationmatricesMoore-Penrose inversepsychometricsJacobian matricesmultivariate linear regressionKronecker productsHessian matricesInequalitiesvectorsmatrix differential calculusvec operatorStatic optimization

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Applications of statistics to psychology (62P15) Inequalities involving eigenvalues and eigenvectors (15A42) Theory of matrix inversion and generalized inverses (15A09) Miscellaneous inequalities involving matrices (15A45) Calculus of vector functions (26B12) Differential geometric aspects in vector and tensor analysis (53A45) Research exposition (monographs, survey articles) pertaining to linear algebra (15-02)

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