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Matrix differential calculus with applications to simple, Hadamard, and Kronecker products

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  • Magnus, J.R.

    (Tilburg University, School of Economics and Management)

  • Neudecker, H.

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Suggested Citation

  • Magnus, J.R. & Neudecker, H., 1985. "Matrix differential calculus with applications to simple, Hadamard, and Kronecker products," Other publications TiSEM 1b2f1740-bfd1-4ea5-986c-9, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:1b2f1740-bfd1-4ea5-986c-92a680318711
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    Cited by:

    1. de Vries, Charlotte & Desharnais, Robert A. & Caswell, Hal, 2020. "A matrix model for density-dependent selection in stage-classified populations, with application to pesticide resistance in Tribolium," Ecological Modelling, Elsevier, vol. 416(C).
    2. Anat Bracha & Donald Brown, 2013. "(Ir)rational Exuberance: Optimism, Ambiguity, and Risk," Levine's Working Paper Archive 786969000000000782, David K. Levine.
    3. Bruno Scalzo Dees, 2019. "Analysing Global Fixed Income Markets with Tensors," Papers 1908.02101, arXiv.org, revised Dec 2019.
    4. Caro-Lopera, Francisco J. & Leiva, Víctor & Balakrishnan, N., 2012. "Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 126-139, February.
    5. van Daalen, Silke & Caswell, Hal, 2020. "Variance as a life history outcome: Sensitivity analysis of the contributions of stochasticity and heterogeneity," Ecological Modelling, Elsevier, vol. 417(C).
    6. Magnus, Jan R., 2010. "On the concept of matrix derivative," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2200-2206, October.
    7. Maria Gamboa & Maria Jesus Lopez-Herrero, 2020. "The Effect of Setting a Warning Vaccination Level on a Stochastic SIVS Model with Imperfect Vaccine," Mathematics, MDPI, vol. 8(7), pages 1-23, July.
    8. Caswell, Hal & Shyu, Esther, 2012. "Sensitivity analysis of periodic matrix population models," Theoretical Population Biology, Elsevier, vol. 82(4), pages 329-339.
    9. M. D. Braga & C. R. Nava & M. G. Zoia, 2023. "Kurtosis-based risk parity: methodology and portfolio effects," Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 453-469, March.
    10. Anat Bracha & Donald Brown, 2013. "Keynesian Utilities: Bulls and Bears," Levine's Working Paper Archive 786969000000000792, David K. Levine.
    11. Alyson Raalte & Hal Caswell, 2013. "Perturbation Analysis of Indices of Lifespan Variability," Demography, Springer;Population Association of America (PAA), vol. 50(5), pages 1615-1640, October.
    12. Jan R. Magnus & Karim M. Abadir, 2007. "On some definitions in matrix algebra," CIRJE F-Series CIRJE-F-476, CIRJE, Faculty of Economics, University of Tokyo.
    13. Hal Caswell & Nora Sánchez Gassen, 2015. "The sensitivity analysis of population projections," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 33(28), pages 801-840.
    14. Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I., 2022. "Matrix differential calculus with applications in the multivariate linear model and its diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    15. Kano, Yutaka, 1998. "More Higher-Order Efficiency: Concentration Probability," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 349-366, November.
    16. Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017. "Signed spillover effects building on historical decompositions," CAMA Working Papers 2017-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    17. Braga, Maria Debora & Nava, Consuelo Rubina & Zoia, Maria Grazia, 2023. "Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation," Finance Research Letters, Elsevier, vol. 54(C).
    18. Chun Pong Lau, 2024. "Sensitivity Analysis for Dynamic Discrete Choice Models," Papers 2408.16330, arXiv.org.

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