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Reference

  • Magnus, J.R. and Neudecker, H. (1999) Matrix Differential Calculus with Applications in Statistics and Econometrics, Revised Edition, John Wiley and Sons, Chichester.

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References

  • Kollo, T. and von Rosen, D. (2005). Advanced Multivariate Statistics with Matrices, Springer, Dordrecht. Magnus, J.R. and Neudecker, H. (1979). The commutation matrix: some properties and applications, The Annals of Statistics 7,2, 381–394

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  • Magnus, J.R. and Neudecker, H. (1999). Matrix Differential Calculus with Applications in Statistics and Econometrics, Revised Edition, John Wiley, Chichester

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  • Muirhead, R.J. (1982), Aspects of Multivariate Statistical Theory, John Wiley, New York

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References

  • Massarani, M. (2003) Evaluating the moments of functions of the sample covariance matrix, Discussion Paper, LASEF Econometrics Laboratory, Politecnico di Milano.

  • Neudecker, H. (2001) Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate, Qüestiió, 25, 2, 187–210.

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  • Neudecker, H. (2007) Upcoming problems.

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Problem section. Statistical Papers 48, 525–534 (2007). https://doi.org/10.1007/s00362-006-0354-3

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  • DOI: https://doi.org/10.1007/s00362-006-0354-3

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