IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/1b2f1740-bfd1-4ea5-986c-92a680318711.html
   My bibliography  Save this paper

Matrix differential calculus with applications to simple, Hadamard, and Kronecker products

Author

Listed:
  • Magnus, J.R.

    (Tilburg University, School of Economics and Management)

  • Neudecker, H.

Abstract

No abstract is available for this item.

Suggested Citation

  • Magnus, J.R. & Neudecker, H., 1985. "Matrix differential calculus with applications to simple, Hadamard, and Kronecker products," Other publications TiSEM 1b2f1740-bfd1-4ea5-986c-9, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:1b2f1740-bfd1-4ea5-986c-92a680318711
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/649713/26959_6636.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. de Vries, Charlotte & Desharnais, Robert A. & Caswell, Hal, 2020. "A matrix model for density-dependent selection in stage-classified populations, with application to pesticide resistance in Tribolium," Ecological Modelling, Elsevier, vol. 416(C).
    2. Anat Bracha & Donald Brown, 2013. "(Ir)rational Exuberance: Optimism, Ambiguity, and Risk," Levine's Working Paper Archive 786969000000000782, David K. Levine.
    3. Alyson Raalte & Hal Caswell, 2013. "Perturbation Analysis of Indices of Lifespan Variability," Demography, Springer;Population Association of America (PAA), vol. 50(5), pages 1615-1640, October.
    4. Bruno Scalzo Dees, 2019. "Analysing Global Fixed Income Markets with Tensors," Papers 1908.02101, arXiv.org, revised Dec 2019.
    5. Jan R. Magnus & Karim M. Abadir, 2007. "On some definitions in matrix algebra," CIRJE F-Series CIRJE-F-476, CIRJE, Faculty of Economics, University of Tokyo.
    6. Caro-Lopera, Francisco J. & Leiva, Víctor & Balakrishnan, N., 2012. "Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 126-139, February.
    7. Hal Caswell & Nora Sánchez Gassen, 2015. "The sensitivity analysis of population projections," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 33(28), pages 801-840.
    8. van Daalen, Silke & Caswell, Hal, 2020. "Variance as a life history outcome: Sensitivity analysis of the contributions of stochasticity and heterogeneity," Ecological Modelling, Elsevier, vol. 417(C).
    9. Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I., 2022. "Matrix differential calculus with applications in the multivariate linear model and its diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    10. Kano, Yutaka, 1998. "More Higher-Order Efficiency: Concentration Probability," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 349-366, November.
    11. Magnus, Jan R., 2010. "On the concept of matrix derivative," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2200-2206, October.
    12. Maria Gamboa & Maria Jesus Lopez-Herrero, 2020. "The Effect of Setting a Warning Vaccination Level on a Stochastic SIVS Model with Imperfect Vaccine," Mathematics, MDPI, vol. 8(7), pages 1-23, July.
    13. Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017. "Signed spillover effects building on historical decompositions," CAMA Working Papers 2017-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    14. M. D. Braga & C. R. Nava & M. G. Zoia, 2023. "Kurtosis-based risk parity: methodology and portfolio effects," Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 453-469, March.
    15. Anat Bracha & Donald J. Brown, 2013. "Keynesian Utilities: Bulls and Bears," Cowles Foundation Discussion Papers 1891, Cowles Foundation for Research in Economics, Yale University.
    16. Caswell, Hal & Shyu, Esther, 2012. "Sensitivity analysis of periodic matrix population models," Theoretical Population Biology, Elsevier, vol. 82(4), pages 329-339.
    17. Braga, Maria Debora & Nava, Consuelo Rubina & Zoia, Maria Grazia, 2023. "Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation," Finance Research Letters, Elsevier, vol. 54(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:1b2f1740-bfd1-4ea5-986c-92a680318711. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.