Some statistical properties of Hadamard products of random matrices.

DOI10.1007/S003620100074zbMATH Open1099.62518OpenAlexW2059906630MaRDI QIDQ5956475FDOQ5956475

Authors: Heinz Neudecker, Shuangzhe Liu 

Publication date: 2001

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s003620100074

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Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Cites Work

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• NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION
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• The commutation matrix: Some properties and applications
• Matrix results on the Khatri-Rao and Tracy-Singh products
• On second-order and fourth-order moments of jointly distributed random matrices: A survey
• Some results on commutation matrices, with statistical applications
• Fourth-order properties of normally distributed random matrices
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• The heteroskedastic linear regression model and the Hadamard product. A note
• The Hadamard Product and Some of its Applications in Statistics
• Statistical properties of the Hadamard product of random vectors.

Cited In (8)

• Products and ratios of characteristic polynomials of random Hermitian matrices
• Professor Heinz Neudecker and matrix differential calculus
• The Hadamard Product and Some of its Applications in Statistics
• Statistical properties of the Hadamard product of random vectors.
• On Hadamard products of linear varieties
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics
• Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
• The Hilbert function of some Hadamard products

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