Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate
In this paper we revisit Haff's seminal work on the matrix Haffian as we proposed to call it. We review some results, and give new derivations. Use is made of the link between the matrix Haffian ÑF and the differential of the matrix function, dF.
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2001 |
| 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:2099/4157 |
| Acceso en línea: | https://hdl.handle.net/2099/4157 |
| Access Level: | acceso abierto |
| Palabra clave: | Decision theory Inference Teoria de la decisió Inferència Classificació AMS::62 Statistics::62C Decision theory Classificació AMS::62 Statistics::62F Parametric inference |
| Sumario: | In this paper we revisit Haff's seminal work on the matrix Haffian as we proposed to call it. We review some results, and give new derivations. Use is made of the link between the matrix Haffian ÑF and the differential of the matrix function, dF. |
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