A note on the scalar Haffian

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.

Detalles Bibliográficos
Autor: Neudecker, Heinz
Tipo de recurso: artículo
Fecha de publicación:2000
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2099/4133
Acceso en línea:https://hdl.handle.net/2099/4133
Access Level:acceso abierto
Palabra clave:Inference
Decision theory
Magnus-Neudecker derivative matrix
Matrix vectorization
Kronecker product
Duplication matrix
Commutation matrix
Inferència
Teoria de la decisió
Classificació AMS::62 Statistics::62F Parametric inference
Classificació AMS::62 Statistics::62C Decision theory
Descripción
Sumario: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.