On the use of coordinate-free matrix calculus

DOI10.1016/J.JMVA.2014.09.019MaRDI QIDQ476258zbMATH OpenOpenAlexFDO

Authors J. Brinkhuis

Publication date 28 November 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.09.019

zbMATH Keywords

econometricsmaximum likelihood estimatorsKronecker productsmatrix calculuscoordinate-free determinationderivative of the determinant

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Multilinear algebra, tensor calculus (15A69) Determinants, permanents, traces, other special matrix functions (15A15)

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Cites work

• scientific article; zbMATH DE number 194743 (Why is no real title available?)
• scientific article; zbMATH DE number 3256625 (Why is no real title available?)
• scientific article; zbMATH DE number 2230055 (Why is no real title available?)
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• On Kronecker products, tensor products and matrix differential calculus
• On the concept of matrix derivative
• On weighted centers for semidefinite programming
• Tensor products and matrix differential calculus

Cited in

(3)

• Matrix differential calculus with applications in the multivariate linear model and its diagnostics
• On Kronecker products, tensor products and matrix differential calculus
• Tensor products and matrix differential calculus

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