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.
点击下载:
PDF (1430KB)
返 回