A note on Professor Jan Grzegorz Krzyż
Eligiusz Złotkiewicz (2011)
Annales UMCS, Mathematica
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Displaying similar documents to “Interviews with Sidney Altman, Victor Lawrence, James McClellan and Charles Ferguson”
A note on Professor Jan Grzegorz Krzyż
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Heinz Neudecker (2004)
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The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung's but generalized to a matrix loss function. Parallelly Leung's scalar noncentral Wishart identity is generalized to become a matrix identity. The concept of Löwner partial ordering of symmetric matrices is used.
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In this note a uniform transparent presentation of the scalar Haffian will be given. Some well-known results will be generalized. A link will be established between the scalar Haffian and the derivative matrix as developed by Magnus and Neudecker.