Matrix differential calculus with applications in statistics and econometrics
From MaRDI portal
Publication:4629796
Research exposition (monographs, survey articles) pertaining to linear algebra (15-02) Theory of matrix inversion and generalized inverses (15A09) Inequalities involving eigenvalues and eigenvectors (15A42) Miscellaneous inequalities involving matrices (15A45) Calculus of vector functions (26B12) Differential geometric aspects in vector and tensor analysis (53A45) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Applications of statistics to psychology (62P15)
Recommendations
Cited in
(only showing first 100 items - show all)- On the use of differentials in statistics
- Novel iterative ensemble smoothers derived from a class of generalized cost functions
- New non-perturbative De Sitter vacua in \(\alpha '\)-complete cosmology
- A Laplacian approach to _1-norm minimization
- Risk matters: breaking certainty equivalence in linear approximations
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics
- Principal components analysis for mixtures with varying concentrations
- The finite sample properties of sparse M-estimators with pseudo-observations
- A generalized Liouville's formula
- On regularization of a variational approach to solving control reconstruction problems
- Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
- The HcscK equations in symplectic coordinates
- Variational inference at glacier scale
- Correcting noisy dynamic mode decomposition with Kalman filters
- A primal-dual algorithm for nonnegative N-th order CP tensor decomposition: application to fluorescence spectroscopy data analysis
- On strong duality in linear copositive programming
- Posterior-based Wald-type statistics for hypothesis testing
- A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
- On the heterozygosity of an admixed population
- \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes
- The Jacobian of the exponential function
- Asymptotic properties of correlation-based principal component analysis
- A chi-square type test for time-invariant fiber pathways of the brain
- Shear-reduced seamless parametrization
- scientific article; zbMATH DE number 3854215 (Why is no real title available?)
- scientific article; zbMATH DE number 4041070 (Why is no real title available?)
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- Key-nodes selection problem for minimum cost control of directed networks
- Matrix Calculus and Zero-One Matrices
- Advanced Calculus with Applications in Statistics
- Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
- Technical note -- On matrix exponential differentiation with application to weighted sum distributions
- On solving dynamic reconstruction problems with large number of controls
- Hamiltonian systems for control reconstruction problems
- High-order accuracy computation of coupling functions for strongly coupled oscillators
- Influence diagnostics in a vector autoregressive model
- Proximity-structured multivariate volatility models
- The Laplace transform of the integrated Volterra Wishart process
- Generation matrix: an embeddable matrix representation for hierarchical trees
- On problem of best circle to discontinuous groups in hyperbolic plane
- Hierarchical disjoint principal component analysis
- Multirange percolation on oriented trees: Critical curve and limit behavior
- The Inverse G‐Wishart distribution and variational message passing
- Tensor rank reduction via coordinate flows
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables
- Principal component analysis constrained by layered simple structures
- Quantum-Dynamical Semigroups and the Church of the Larger Hilbert Space
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
- News-implied linkages and local dependency in the equity market
- A score test for detecting extreme values in a vector autoregressive model
- Assessing the estimation of nearly singular covariance matrices for modeling spatial variables
- A note on the connection between trek rules and separable nonlinear least squares in linear structural equation models
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
- Maximum softly-penalized likelihood for mixed effects logistic regression
- Matrix derivatives and Kronecker products for the core and generalized core inverses
- The sparse dynamic factor model: a regularised quasi-maximum likelihood approach
- Betweenness centrality can inform stability and delay margin in a large-scale connected vehicle system
- Exponential synchronization rate of proportional D-dimensional Kuramoto oscillators
- Semi-definite programming and quantum information
- Testing Simultaneous Diagonalizability
- Constrained minimum variance and covariance steering based on affine disturbance feedback control parameterization
- Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application
- N-body oscillator interactions of higher-order coupling functions
- Variational approach to construction of piecewise-constant approximations of the solution of dynamic reconstruction problem
- Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model
- Inference on the eigenvalues of the normalized precision matrix
- Empirical optimal transport under estimated costs: distributional limits and statistical applications
- Covariance structure tests for multivariate \(t\)-distribution
- Reduced bias estimation of the log odds ratio
- Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies
- A gentle introduction to matrix calculus
- Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors
- Application of tensors in multivariate component analysis of categorized features
- Dynamic spatial panel data models with interactive fixed effects: M-estimation and inference under fixed or relatively small T
- Inverse optimal control for linear quadratic tracking with unknown target states
- Analysis of the geometric structure of neural networks and neural ODEs via Morse functions
- Modeling asymmetry in multi-way contingency tables with ordinal categories via f-divergence
- Towards a raw-data dynamic structural model with its descriptive applications
- Higher-order singular-value derivatives of real rectangular matrices
- An approximating pseudospectral method with state-dependent coefficient optimization for nonlinear optimal control problem
- Bayesian inference approaches for tensor quantile regression and its application
- Diagnostic analytics for the mixed Poisson INGARCH model with applications
- Estimation for single-index varying-coefficient spatial autoregressive model with index covariate measurement errors
- The effect of the prior and the experimental design on the inference of the precision matrix in Gaussian chain graph models
- High frequency factor analysis with partially observable factors
- Probabilistic pathways: new frontiers in quantum ensemble control
- A mathematical framework for time-variant multi-state kinship modelling
- The heat flow conjecture for polynomials and random matrices
- A Nash differential game approach in observer-based LQR controller design
- A Wachspress-Habetler extension to the \(\mathcal{H}SS\) iteration method in \(\mathbb{R}^{n \times n}\)
- Energy matching in reduced passive and port-Hamiltonian systems
- Diagnostic analytics for a GARCH model under skew-normal distributions
- A novel goodness of fit test for the truncated and non-truncated Yule distributions
- Influence diagnostics for ridge regression using the Kullback-Leibler divergence
- Statistical analysis of multivariate binary time series based on a neural network model
- Road traffic estimation and algorithmic routing in a spatially dependent network
- Kernel density estimation in metric spaces
- Weighted reduced rank estimators under cointegration rank uncertainty
- Tuning parameter selection for the adaptive nuclear norm regularized trace regression
This page was built for publication: Matrix differential calculus with applications in statistics and econometrics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4629796)
