On the use of coordinate-free matrix calculus

DOI10.1016/J.JMVA.2014.09.019zbMATH Open1306.15007OpenAlexW1984804447MaRDI QIDQ476258FDOQ476258

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

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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)

Cites Work

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• A unified approach to interior point algorithms for linear complementarity problems: A summary
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• Tensor products and matrix differential calculus
• On weighted centers for semidefinite programming
• On Kronecker products, tensor products and matrix differential calculus
• On the concept of matrix derivative

Cited In (2)

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

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