Statistical properties of the Hadamard product of random vectors.

DOI10.1007/S003620100078MaRDI QIDQ5956479zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• NONPARAMETRIC AUTOCOVARIANCE FUNCTION ESTIMATION
• The commutation matrix: Some properties and applications
• The Hadamard Product and Some of its Applications in Statistics
• The heteroskedastic linear regression model and the Hadamard product. A note

Cited in

(5)

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

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