A derivation of the Hessian of the (concentrated) likelihood function of the factor model employing the Schur product
H. Neudecker
Extent: | 7 S |
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Series: | |
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Type of publication: | Book / Working Paper
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Language: | English |
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Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000665553