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Resumen de Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate

Heinz Neudecker

  • In this paper we revisit Haff's seminal work on the matrix Haffian as we proposed to call it. We review some results, and give new derivations. Use is made of the link between the matrix Haffian ÑF and the differential of the matrix function, dF


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