On two matrix derivatives by Kollo and von Rosen

• Autores: Heinz Neudecker
• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 27, Nº. 2, 2003, págs. 153-164
• Idioma: inglés
• Títulos paralelos:
  • Sobre dos derivadas matriciales introducidas por Kollo y von Rosen.
• Enlaces
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• Resumen

  • The article establishes relationships between the matrix derivatives of F with respect to X as introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. The usual transformations apply and the Moore-Penrose inverse of the duplication matrix is used. Both X and F have the same dimension.