Matrix differential calculus with applications in statistics and econometrics von Magnus, Jan R, Neudecker, Heinz

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Matrix Differential Calculus with Applications in Statistics and Econometrics, 3rd Edition von Jan R. Magnus, Heinz Neudecker

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A Theorem on the Rank of a Product of Matrices with Illustration of Its Use in Goodness of Fit Testing von Satorra, Albert, Neudecker, Heinz

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On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity von Liu, Shuangzhe, Neudecker, Heinz

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Problem 4/SP06: Estimation of the Hadamard and cross products of two mean vectors in multivariate analysis von Neudecker, Heinz, Trenkler, Götz

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Problem section

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A recursion formula for expected negative and positive powers of the central Wishart distribution von Neudecker, Heinz

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Experiments with mixtures : Optimal allocations for Becker's models von LIU, S, NEUDECKER, H

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A matrix function useful in the estimation of linear continuous-time models von Neudecker, Heinz

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Problem Section von Neudecker, Heinz

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Problemsection von Neudecker, Heinz

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A Particular Symmetric Idempotent Matrix von Neudecker, Heinz

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On best affine unbiased covariance-preserving prediction of factor scores von Neudecker, Heinz

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Third and fourth moment matrices of vecX′ in multivariate analysis von Neudecker, Heinz, Trenkler, Götz

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Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result von Neudecker, Heinz

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A Determinantal Inequality von Neudecker, Heinz

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On the Asymptotic Optimality of Alternative Minimum-Distance Estimators in Linear Latent-Variable Models von Satorra, Albert, Neudecker, Heinz

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Solution to Problem 99.3.2: Maximum-Likelihood Estimation under Singularity von Neudecker, Heinz

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On two matrix derivatives by Kollo and von Rosen von Neudecker, Heinz

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A Second-Degree Matrix Equation von Neudecker, Heinz

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