On Jacobians of transformations with skew-semmetric, strickly (lower) triangular or diagonal matrix arguments

H Neudecker

No 293052, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Abstract: This paper is a completely revised and enlarged version of a part of Report AE 1/78. It deals with the application of (0,1) matrices to the computation of Jacobians. These matrices or matrices derived from them eliminate the redundant elements of matrix arguments, after transformation of same to stacked column vectors, or do the opposite. The approach of the paper is that of Magnus and Neudecker (1980). It is completely different from established procedures, like those of Anderson, Hsu, Jack or Olkin and Sampson.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 29
Date: 1980-04
References: Add references at CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/293052/files/amsterdam028.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293052

DOI: 10.22004/ag.econ.293052

Access Statistics for this paper

More papers in University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().