Displaying similar documents to “A note on the scalar Haffian.”

Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.

Heinz Neudecker (2004)

SORT

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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.

A matrix derivation of a representation theorem for (tr A).

Heinz Neudecker (1989)

Qüestiió

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A matrix derivation of a well-known representation theorem for (tr A) is given, which is the solution of a restricted maximization problem. The paper further gives a solution of the corresponding restricted minimization problem.

PROBLEMS

M. Chrobak, M. Habib, P. John, H. Sachs, H. Zernitz, J. R. Reay, G. Sierksma, M. M. Sysło, T. Traczyk, W. Wessel (1987)

Applicationes Mathematicae

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Linear model with inaccurate variance components

Lubomír Kubáček (1996)

Applications of Mathematics

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A linear model with approximate variance components is considered. Differences among approximate and actual values of variance components influence the proper position and the shape of confidence ellipsoids, the level of statistical tests and their power function. A procedure how to recognize whether these diferences can be neglected is given in the paper.