Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate.
Neudecker, Heinz
Qüestiió, Tome 25 (2001), p. 187-210 / Harvested from Biblioteca Digital de Matemáticas
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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 ∇F and the differential of the matrix function, dF.

Publié le : 2001-01-01
DMLE-ID : 2968 
@article{urn:eudml:doc:40337,
     title = {Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate.},
     journal = {Q\"uestii\'o},
     volume = {25},
     year = {2001},
     pages = {187-210},
     zbl = {1157.62411},
     mrnumber = {MR1904969},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40337}
}

Neudecker, Heinz. Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate.. Qüestiió, Tome 25 (2001) pp. 187-210. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40337/