Some Applications of Matrix Derivatives in Multivariate Analysis

Cited in

(33)

Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
Maximum-likelihood estimation of the parameters of a multivariate normal distribution
On the use of differentials in statistics
A dual approach for matrix-derivatives
A comment on Minimization of functions of a positive semidefinite matrix A subject to AX=0
Matrix derivatives and its applications in statistics
A note on maximizing a special concave function subject to simultaneous Loewner order constraints
Minimisation of functions of a positive semidefinite matrix A subject to AX=0
Simple derivations for two Jacobians of basic importance in multivariate statistics
Score and Wald tests for the multivariate growth curve model with missing data
Implicit construction of McCulloch's \(G\) matrix for the numerical evaluation of Fisher information matrices
Matrix differential calculus with applications in the multivariate linear model and its diagnostics
On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions
Multilevel simultaneous equation model: a novel specification and estimation approach
A note on some equations of confirmatory factor analysis
Stochastic derivative estimation for max-stable random fields
Testing homogeneity between redundancy indices for elliptic distributions
Expectation propagation for nonlinear inverse problems -- with an application to electrical impedance tomography
Log-Linear Modeling Under Generalized Inverse Sampling Scheme
Patterned matrix derivatives
Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
Minima and maxima in multivariate analysis
Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors
Variational Gaussian approximation for Poisson data
Cleaning large correlation matrices: tools from random matrix theory
Variance least squares estimators for multivariate linear mixed model
On the minimization of a certain convex function arising in applied decision theory
A Generalization of Hotelling'sT²
The information matrix, skewness tensor and -connections for the general multivariate elliptic distribution
What is the gradient of a scalar function of a symmetric matrix?
What is the gradient of a scalar function defined on a subspace of square matrices ?
Minimum message length estimation of mixtures of multivariate Gaussian and von Mises-Fisher distributions
A test for elliptical symmetry

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