Pages that link to "Item:Q1844952"
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The following pages link to Matrix derivatives with an application to an adaptive linear decision problem (Q1844952):
Displaying 50 items.
- A new kurtosis matrix, with statistical applications (Q332626) (← links)
- OPTCON: An algorithm for the optimal control of nonlinear stochastic models (Q684787) (← links)
- An asymptotic minimax risk bound for estimation of a linear functional relationship (Q793479) (← links)
- Control systems approach to the sample inverse covariance matrix (Q924050) (← links)
- Multivariate skewness and kurtosis measures with an application in ICA (Q957316) (← links)
- Matrix differential calculus applied to multiple stationary time series and an extended Whittle formula for information matrices (Q959872) (← links)
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure (Q990886) (← links)
- A simple multivariate ARCH model specified by random coefficients (Q1010530) (← links)
- Tensor products and matrix differential calculus (Q1065108) (← links)
- On some pattern-reduction matrices which appear in statistics (Q1066593) (← links)
- Matrix differential calculus with applications to simple, Hadamard, and Kronecker products (Q1070719) (← links)
- On the use of differentials in statistics (Q1075726) (← links)
- A dual approach for matrix-derivatives (Q1088347) (← links)
- Generalized least squares estimation of the functional multivariate linear errors-in-variables model (Q1090032) (← links)
- Matrix derivatives and its applications in statistics (Q1145448) (← links)
- On the control of structural models (Q1149411) (← links)
- On the control of structural models. Comment (Q1149413) (← links)
- Third moment of matrix quadratic form (Q1209456) (← links)
- Reduced-rank regression for the multivariate linear model (Q1220333) (← links)
- Matrix derivatives with chain rule and rules for simple, Hadamard, and Kronecker products (Q1247717) (← links)
- On the asymptotic distribution of multivariate M-estimates (Q1249906) (← links)
- A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
- Cochran theorems for a multivariate vector-elliptically contoured model. II (Q1297586) (← links)
- On the complexity of linear quadratic control (Q1330536) (← links)
- Stochastic optimum control of macroeconometric models using the algorithm OPTCON (Q1330543) (← links)
- Matrix loss in comparison of linear experiments (Q1369304) (← links)
- Maximum likelihood methods for a generalized class of log-linear models (Q1816596) (← links)
- Moments of the complex multivariate normal distribution (Q1914227) (← links)
- A moment method for the multivariate asymmetric Laplace distribution (Q1950778) (← links)
- On multivariate skewness and kurtosis (Q2051011) (← links)
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection (Q2237824) (← links)
- Some new connections between matrix products for partitioned and non-partitioned matrices (Q2469927) (← links)
- An implicit function approach to constrained optimization with applications to asymptotic expansions (Q2476147) (← links)
- Newton algorithms for analytic rotation: an implicit function approach (Q2517904) (← links)
- Second-order accurate inference on eigenvalues of covariance and correlation matrices (Q2571814) (← links)
- The mixed model for multivariate repeated measures: Validity conditions and an approximate test (Q2639505) (← links)
- The Yule–Walker equations as a weighted least-squares problem and the association with tapering (Q2817140) (← links)
- Markovian Trees Subject to Catastrophes: Transient Features and Extinction Probability (Q3113802) (← links)
- Estimation and Testing of Parameters in Multivariate Laplace Distribution (Q3155401) (← links)
- An index notation for multivariate statistical analysis (Q3358075) (← links)
- On the Parameter Estimation of the Asymmetric Multivariate Laplace Distribution (Q3622063) (← links)
- The direct product permuting matrices (Q3680971) (← links)
- Moments for matrix normal variables (Q3821419) (← links)
- Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics (Q3874343) (← links)
- Minima and maxima in multivariate analysis (Q3888354) (← links)
- The vec-permutation matrix, the vec operator and Kronecker products: a review (Q3907688) (← links)
- Explicit maximum likelihood estimators for certain patterned covariance matrices (Q4122630) (← links)
- Invariance principles for jackknifing U-statistics for finite population sampling and some applications (Q4185687) (← links)
- An asymptotic confidence interval for the response at the stationary point of a quadratic response surface (Q4216012) (← links)
