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Statistical Papers

, Volume 45, Issue 2, pp 297–301 | Cite as

Problemsection

  • Heinz Neudecker
Article
  • 29 Downloads

Keywords

Stochastic Process Probability Theory Economic Theory Correlation Matrix Diagonal Matrix 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. Dunajeva, O. (2003):Asymptotic Matrix Methods in Statistical Inference Problems. PhD Thesis, Faculty of Mathematics and Computer Science, University of Tartu, Tartu, Estonia. p. 65.MATHGoogle Scholar
  2. Fang, K.-T., Kollo, T. and Parring, A.-M. (2000): Approximation of the non-null distribution of generalizedT 2-statistics.Linear Algebra Appl. 321, pp. 27–46.MATHCrossRefMathSciNetGoogle Scholar
  3. Kollo, T. and Neudecker, H. (1997): The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix.Linear Algebra Appl. 264, pp. 489–493.MATHCrossRefMathSciNetGoogle Scholar

Reference

  1. Magnus, J. R. andNeudecker, H. (1979).The commutation matrix: Some properties and applications. The Annals of Statistics 7, p. 381–394.MATHCrossRefMathSciNetGoogle Scholar

References

  1. K.-T. Fang, T. Kollo andA.-M. Parring:Approximation of the non-null distribution of generalized T 2-statistics. Linear Algebra Appl. 321 (2000) 27–46.MATHCrossRefMathSciNetGoogle Scholar
  2. J.R. Magnus andH. Neudecker:The commutation matrix, some properties and applications, Ann Statist. 7 (1979), 381–394.MATHCrossRefMathSciNetGoogle Scholar
  3. H. Neudecker andA.M. Wesselman:The asymptotic variance matrix of the sample correlation matrix. Linear Algebra Appl. 127 (1990), 589–599.MATHCrossRefMathSciNetGoogle Scholar

Copyright information

© Springer-Verlag 2004

Authors and Affiliations

  • Heinz Neudecker
    • 1
  1. 1.University of AmsterdamThe Netherlands

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