Some statistical properties of Hadamard products of random matrices
Year of publication: |
2001
|
---|---|
Authors: | Neudecker, Heinz ; Liu, Shuangzhe |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 42.2001, 4, p. 475-487
|
Subject: | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Lineare Algebra | Linear algebra | Statistische Verteilung | Statistical distribution |
-
Statistical properties of the Hadamard product of random vectors
Neudecker, Heinz, (2001)
-
Targeting Kollo skewness with random orthogonal matrix simulation
Alexander, Carol, (2022)
-
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
Yang, Xinxin, (2021)
- More ...
-
Heteroskedastik linear regression models
Polasek, Wolfgang, (1996)
-
Statistical properties of the Hadamard product of random vectors
Neudecker, Heinz, (2001)
-
Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis
Liu, Shuangzhe, (1995)
- More ...