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Artículos, Encontrados 5 registros
Artículos Encontrados 5 registros  
1.
6 p, 64.3 KB A recursion formula for expected negative and positive powers of the central Wishart distribution (p. 201-206) / Neudecker, Heinz (Amsterdam School of Economics)
We use Haff's fundamental identity to express the expectation of Sp in lower-order terms, where S follows the central Wishart distribution.
2007
SORT : statistics and operations research transactions, Vol. 31, Núm. 2 (July-December 2007) , p. 201-206  
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2.
6 p, 113.2 KB A matrix function useful in the estimation of linear continuous-time models / Neudecker, Heinz
2006
SORT : statistics and operations research transactions, Vol. 30, Núm. 1 (January-June 2006) , p. 85-90  
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3.
10 p, 60.1 KB Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng's domination result / Neudecker, Heinz
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. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 191-200  
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4.
10 p, 78.9 KB On best affine unbiased covariance-preserving prediction of factor scores / Neudecker, Heinz (University of Amsterdam)
This paper gives a generalization of results presented by ten Berge, Krijnen, Wansbeek & Shapiro. They examined procedures and results as proposed by Anderson & Rubin, McDonald, Green and Krijnen, Wansbeek & ten Berge. [...]
2004
SORT : statistics and operations research transactions, Vol. 28, Núm. 1 (January-June 2004) , p. 27-36  
Registro completo - Creative Commons
5.
12 p, 87.7 KB On two matrix derivatives by Kollo and von Rosen / Neudecker, Heinz (University of Amsterdam, The Netherlands)
The article establishes relationships between the matrix derivatives of F with respect to X as introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. [...]
2003
SORT : statistics and operations research transactions, Vol. 27, Núm. 2 (July-December 2003) , p. 153-164  
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