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Results: 59
Number of items: 59
  • Neudecker, H. (1996). The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality. Linear Algebra and Its Applications, 237/238, 127-132. https://doi.org/10.1016/0024-3795(95)00351-7
  • Neudecker, H., & Satorra, A. (1996). The algebraic equality of asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix. Statistics & Probability Letters, 30, 99-103. https://doi.org/10.1016/0167-7152(95)00206-5
  • Kollo, T., & Neudecker, H. (1996). Asymptotics of eigenvalue-normed eigenvectors of sample variance and correlation matrices. In V. L. Girko, & A. K. Gupta (Eds.), Multidimensional statistical analysis and theory of random matrices (pp. 11-128). VSP International Science Publishers.
  • Neudecker, H. (1996). A proof of the Eckart-Young theorem, in J.S. Chipman, "Proofs" and proofs of the Eckart-Young theorem. In N. Gretsky, J. Goldstein, & J. Uhl (Eds.), Stochastic processes and functional analysis (pp. 80-81). Marcel Dekker.
  • Neudecker, H. (1996). A simple expression for the Moore-Penrose inverse of the duplication matrix. Econometric Theory, 12(S95.2.4.), 404.
  • Neudecker, H. (1996). An equivalence relation for two symmetric idempotent matrices. Econometric Theory, 12(S95.3.3.), 590.
  • Neudecker, H. (1996). Ordering of covariance matrices. Econometric Theory, 12(S95.4.2.), 746-747.
  • Neudecker, H. (1996). The Moore-Penrose inverse of a sum of three matrices. Econometric Theory, 12(S95.5.3.).
  • Neudecker, H., Liu, S., & Polasek, W. (1996). Heteroskedastic lineair regression models. (WWZ discussion paper; No. 9608). University of Basel.
  • Neudecker, H., Nel, D. G., & van Zijl, J. M. (1996). On the distribution of the estimator of Cronbach's alpha. (Technical Report; No. 234). Dep. of Mathematical Statistics, Univ. of Orange Free State.
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