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Matrix Trace Inequalities Involving Simple, Kronecker, and Hadamard Product

Published online by Cambridge University Press:  11 February 2009

Heinz Neudecker  and
Shuangzhe Liu
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Type
Solutions
Information
Econometric Theory , Volume 11 , Issue 3 , June 1995 , pp. 669 - 670
Copyright
Copyright © Cambridge University Press 1995

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References

REFERENCES

Amemiya, T. (1985) Advanced Econometrics. Oxford: Basil Blackwell.Google Scholar
Kollo, T. & Neudecker, H. (1992) Asymptotics of Eigenvalues and Unit-Length Eigenvectors of the Sample Variance and Correlation Matrices. AE report 11/93, University of Amsterdam (forthcoming in Journal of Multivariate Analysis).Google Scholar
Neudecker, H. (1993) The Hessian matrix for image factor analysis. In Steyer, R., Wender, K.F., & Widaman, K.F. (eds.), Psychometric Methodology, pp. 361–365. Stuttgart: Gustav Fischer Verlag.Google Scholar