Displaying similar documents to “Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalization of Leung's domination result.”

A note on the scalar Haffian.

Heinz Neudecker (2000)

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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.

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.

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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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