On the confidence region of a vector parameter
Júlia Volaufová (1980)
Mathematica Slovaca
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Displaying similar documents to “Inverting covariance matrices”
On the confidence region of a vector parameter
A note on the matrix Haffian.
Heinz Neudecker (2000)
Qüestiió
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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.
Intervals of certain classes of Z-matrices
M. Rajesh Kannan, K.C. Sivakumar (2014)
Discussiones Mathematicae - General Algebra and Applications
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Let A and B be M-matrices satisfying A ≤ B and J = [A,B] be the set of all matrices C such that A ≤ C ≤ B, where the order is component wise. It is rather well known that if A is an M-matrix and B is an invertible M-matrix and A ≤ B, then aA + bB is an invertible M-matrix for all a,b > 0. In this article, we present an elementary proof of a stronger version of this result and study corresponding results for certain other classes as well.
On the pseudoinverse of a sum of symmetric matrices with applications to estimation
Pavel Kovanic (1979)
Kybernetika
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Regression model with estimated covariance matrix
Lubomír Kubáček (1983)
Mathematica Slovaca
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On polynomial matrices.
Meenakshi, Ar., Anandam, N. (1992)
International Journal of Mathematics and Mathematical Sciences
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Decomposing matrices with Jerzy K. Baksalary
Jarkko Isotalo, Simo Puntanen, George P.H. Styan (2008)
Discussiones Mathematicae Probability and Statistics
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In this paper we comment on some papers written by Jerzy K. Baksalary. In particular, we draw attention to the development process of some specific research ideas and papers now that some time, more than 15 years, has gone after their publication.