首页   按字顺浏览 期刊浏览 卷期浏览 Some Applications of Matrix Derivatives in Multivariate Analysis
Some Applications of Matrix Derivatives in Multivariate Analysis

 

作者: PaulS. Dwyer,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1967)
卷期: Volume 62, issue 318  

页码: 607-625

 

ISSN:0162-1459

 

年代: 1967

 

DOI:10.1080/01621459.1967.10482934

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

It is claimed that the reasons for using matrices of derivatives, in appropriate situations, are as compelling as those for using matrices. This paper provides basic material for such use. Different types of matrix derivatives are defined and illustrated. Simple and easy techniques are then derived and are shown to be applicable to a considerable collection of matrix functions. Applications are made to such problems as establishing matrix integrals from scalar ones, determining maximum likelihood estimates for complex likelihood functions, optimizing matrix functions when there are matrices of side conditions, and evaluating the Jacobians of certain classes of transformations. The emphasis is on simplicity of derivation and on breadth of application.

 

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