Pages that link to "Item:Q3961603"

The following pages link to The Elimination Matrix: Some Lemmas and Applications (Q3961603):

Displaying 50 items.

• On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance (Q374783) (← links)
• Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation (Q375034) (← links)
• A quadratic Kalman filter (Q494365) (← links)
• A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem (Q519124) (← links)
• The skew-symmetric orthogonal solutions of the matrix equation \(AX=B\) (Q556903) (← links)
• On the efficient estimation of simultaneous equations with covariance restrictions (Q583806) (← links)
• Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices (Q619156) (← links)
• Direct Newton method for a linear problem of semidefinite programming (Q735655) (← links)
• The asymptotic variance matrix of the sample correlation matrix (Q753330) (← links)
• Block Kronecker products and the vecb operator (Q755854) (← links)
• Errors-in-variables in demand systems (Q760749) (← links)
• The information matrix of a sample of observations with missing data from a mutlivariate normal distribution with a covariance structure (Q911187) (← links)
• On the symmetric solutions of linear matrix equations (Q923662) (← links)
• Symmetric and skew-antisymmetric solutions to systems of real quaternion matrix equations (Q931745) (← links)
• Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems (Q1058254) (← links)
• A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (Q1059953) (← links)
• On some pattern-reduction matrices which appear in statistics (Q1066593) (← links)
• The use of generalized inverses in restricted maximum likelihood (Q1086945) (← links)
• A dual approach for matrix-derivatives (Q1088347) (← links)
• On the symmetric solutions of a linear matrix equation (Q1090728) (← links)
• Testing the normality assumption in multivariate simultaneous limited dependent variable models (Q1099569) (← links)
• The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions (Q1102056) (← links)
• Symmetrizers of matrices (Q1147771) (← links)
• A note on Sheppard's corrections for grouping and maximum likelihood estimation (Q1159418) (← links)
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (Q1170850) (← links)
• The symmetric solution of the matrix equations \(AX+YA=C, AXA^ t+BYB^ t=C\), and \((A^ tXA, B^ tXB)=(C,D)\) (Q1208309) (← links)
• Symmetric solutions of linear matrix equations by matrix decompositions (Q1263640) (← links)
• Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
• Coherency and estimation in simultaneous models with censored or qualitative dependent variables (Q1341200) (← links)
• A Bartlett adjustment to the likelihood ratio test for a system of equations (Q1347102) (← links)
• The reflexive and anti-reflexive solutions of the matrix equation \(AX=B\). (Q1414702) (← links)
• Simple derivations for two Jacobians of basic importance in multivariate statistics (Q1595145) (← links)
• Minimum distance approach to inference with many instruments (Q1745618) (← links)
• The Riemannian geometry of the space of positive-definite matrices and its application to the regularization of positive-definite matrix-valued data (Q1932852) (← links)
• Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
• Two-phase simplex method for linear semidefinite optimization (Q2010151) (← links)
• Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels (Q2044765) (← links)
• On multivariate skewness and kurtosis (Q2051011) (← links)
• Fisher scoring for crossed factor linear mixed models (Q2058792) (← links)
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
• Beyond the mean: a flexible framework for studying causal effects using linear models (Q2088915) (← links)
• Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: Newton's system of equations (Q2116587) (← links)
• Asymptotically efficient estimators for stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator (Q2137006) (← links)
• Identification of linear systems with multiplicative noise from multiple trajectory data (Q2165992) (← links)
• Conditionally structured variational Gaussian approximation with importance weights (Q2209703) (← links)
• Nonparametric regression estimate with Berkson Laplace measurement error (Q2216940) (← links)
• The left greatest common divisor and the left least common multiple for all solutions of the matrix equation \(BX = a\) over a commutative domain of elementary divisors (Q2234409) (← links)
• An admissible dual internal point method for a linear semidefinite programming problem (Q2261706) (← links)
• Estimation and testing when explanatory variables are endogenous. An application to a demand system (Q2277741) (← links)
• Performance boundary mapping for continuous and discrete time linear systems (Q2280837) (← links)