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Results: 59
Number of items: 59
  • Neudecker, H., & Satorra, A. (1997). Compact matrix expressions for generalized Wald tests of equality of moment vectors. Journal of Multivariate Analysis, 63, 259-276. https://doi.org/10.1006/jmva.1997.1696
  • Neudecker, H. (1997). An inequality concerning the Hadamard matrix product. Econometric Theory, 11(P97.2.4), 464-464.
  • Neudecker, H. (1997). Properties of functions of a real symmetric matrix. Econometric Theory, 11(S96.1.2), 312-312.
  • Neudecker, H., Satorra, A., & van de Velden, M. (1997). A fundamental matrix result on scaling in multivariate analysis. Econometric Theory, 13(P97.5.3), 890-890.
  • Neudecker, H. (1997). Mahalanobis distance for multinomial data. Econometric Theory, 13(P97.5.4), 890-891.
  • Satorra, A., & Neudecker, H. (1997). Least-squares approximation of off-diagonal elements of a variance matrix in the context of factor analysis. Econometric Theory, 11(P97.1.4), 308-308.
  • Kollo, T., & Neudecker, H. (1997). Asymptotics of Pearson-Hotelling principal-component vectors of sample variance and correlation matrices. Behaviormetrika, 24, 51-59.
  • Liu, S. (1996). Contributions to matrix calculus and applications in econometrics. [Thesis, fully internal, Universiteit van Amsterdam]. Thesis Publishers.
  • Neudecker, H., & Liu, S. (1996). Several matrix Kantorovich-type inequalities. Journal of Mathematical Analysis and Applications, 197, 23-26. https://doi.org/10.1006/jmaa.1996.0003
  • Neudecker, H., & Liu, S. (1996). The density of the Moore-Penrose inverse of a random matrix. Linear Algebra and Its Applications, 237/238, 123-126. https://doi.org/10.1016/0024-3795(94)00240-1
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