Statistical properties of the Hadamard product of random vectors.

DOI10.1007/S003620100078zbMATH Open1099.62516OpenAlexW1982723794MaRDI QIDQ5956479FDOQ5956479

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/s003620100078

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Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Title not available (Why is that?)
• NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION
• The commutation matrix: Some properties and applications
• The heteroskedastic linear regression model and the Hadamard product. A note
• The Hadamard Product and Some of its Applications in Statistics

Cited In (4)

• Likelihood-free inference in high dimensions with synthetic likelihood
• Some statistical properties of Hadamard products of random matrices.
• Professor Heinz Neudecker and matrix differential calculus
• The Hadamard Product and Some of its Applications in Statistics

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