A note on the matrix Haffian.

Heinz Neudecker

Qüestiió (2000)

  • Volume: 24, Issue: 3, page 419-424
  • ISSN: 0210-8054

Abstract

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This note contains a transparent presentation of the matrix Haffian. A basic theorem links this matrix and the differential ofthe matrix function under investigation, viz ∇F(X) and dF(X).Frequent use is being made of matrix derivatives as developed by Magnus and Neudecker.

How to cite

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Neudecker, Heinz. "A note on the matrix Haffian.." Qüestiió 24.3 (2000): 419-424. <http://eudml.org/doc/40314>.

@article{Neudecker2000,
abstract = {This note contains a transparent presentation of the matrix Haffian. A basic theorem links this matrix and the differential ofthe matrix function under investigation, viz ∇F(X) and dF(X).Frequent use is being made of matrix derivatives as developed by Magnus and Neudecker.},
author = {Neudecker, Heinz},
journal = {Qüestiió},
keywords = {Inferencia paramétrica; Estimador puntual; Cálculo matricial},
language = {eng},
number = {3},
pages = {419-424},
title = {A note on the matrix Haffian.},
url = {http://eudml.org/doc/40314},
volume = {24},
year = {2000},
}

TY - JOUR
AU - Neudecker, Heinz
TI - A note on the matrix Haffian.
JO - Qüestiió
PY - 2000
VL - 24
IS - 3
SP - 419
EP - 424
AB - This note contains a transparent presentation of the matrix Haffian. A basic theorem links this matrix and the differential ofthe matrix function under investigation, viz ∇F(X) and dF(X).Frequent use is being made of matrix derivatives as developed by Magnus and Neudecker.
LA - eng
KW - Inferencia paramétrica; Estimador puntual; Cálculo matricial
UR - http://eudml.org/doc/40314
ER -

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