Some Applications of Matrix Derivatives in Multivariate Analysis

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(32)

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

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