A note on the scalar Haffian.

Heinz Neudecker

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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)

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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)

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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.