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Multivariate Maxima and Minima with Matrix Derivatives

 

作者: DerrickS. Tracy,   PaulS. Dwyer,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1969)
卷期: Volume 64, issue 328  

页码: 1576-1594

 

ISSN:0162-1459

 

年代: 1969

 

DOI:10.1080/01621459.1969.10501078

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The purpose of this paper is the presentation of formulae for obtaining matrix derivatives of the second order to use in making tests for maxima and minima. The theory of such second order derivatives is presented. These formulae require the rearrangment of the parameter elements in vector form and the transformed results feature Kronecker products, which have certain desirable properties. Application is made to several types of problems.

 

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