Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate.

Neudecker, Heinz. "Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate.." Qüestiió 25.2 (2001): 187-210. <http://eudml.org/doc/40337>.

@article{Neudecker2001,
abstract = {In this paper we revisit Haff's seminal work on the matrix Haffian as we proposed to call it. We review some results, and give new derivations. Use is made of the link between the matrix Haffian ∇F and the differential of the matrix function, dF.},
author = {Neudecker, Heinz},
journal = {Qüestiió},
keywords = {Inferencia estadística; Matrices; Funciones diferenciables; Kronecker product; commutation matrix; Hadamard product; matrix differentiation; matrix differentials; matrix partitioning},
language = {eng},
number = {2},
pages = {187-210},
title = {Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate.},
url = {http://eudml.org/doc/40337},
volume = {25},
year = {2001},
}

TY - JOUR
AU - Neudecker, Heinz
TI - Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate.
JO - Qüestiió
PY - 2001
VL - 25
IS - 2
SP - 187
EP - 210
AB - In this paper we revisit Haff's seminal work on the matrix Haffian as we proposed to call it. We review some results, and give new derivations. Use is made of the link between the matrix Haffian ∇F and the differential of the matrix function, dF.
LA - eng
KW - Inferencia estadística; Matrices; Funciones diferenciables; Kronecker product; commutation matrix; Hadamard product; matrix differentiation; matrix differentials; matrix partitioning
UR - http://eudml.org/doc/40337
ER -