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Results: 26-33/33
Authors:
KOLLO T
NEUDECKER H
Citation: T. Kollo et H. Neudecker, ASYMPTOTICS OF EIGENVALUES AND UNIT-LENGTH EIGENVECTORS OF SAMPLE VARIANCE AND CORRELATION-MATRICES (VOL 47, PG 283, 1993), Journal of Multivariate Analysis, 51(1), 1994, pp. 210-210
Authors:
BOSWIJK HP
NEUDECKER H
LIU SZ
Citation: Hp. Boswijk et al., A NOTE ON THE ASYMPTOTICS OF A STOCHASTIC VECTOR DIFFERENCE EQUATION, Biometrika, 81(1), 1994, pp. 216-218
Authors:
NEUDECKER H
LIU SZ
Citation: H. Neudecker et Sz. Liu, COMMENT, The American statistician, 48(4), 1994, pp. 351-351
Authors:
ABDULLAH J
NEUDECKER H
SHUANGZHE L
Citation: J. Abdullah et al., MOORE-PENROSE INVERSE OF A SYMMETRICAL MATRIX, Econometric theory, 9(4), 1993, pp. 703-703
Authors:
TRENKLER G
SCHIPP B
NEUDECKER H
LIU SZ
Citation: G. Trenkler et al., GENERALIZED INVERSES OF PARTITIONED MATRICES, Econometric theory, 9(3), 1993, pp. 530-532
Authors:
NEUDECKER H
LIU SZ
Citation: H. Neudecker et Sz. Liu, GENERALIZED INVERSES OF PARTITIONED MATRICES, Econometric theory, 9(3), 1993, pp. 532-533
Authors:
KOLLO T
NEUDECKER H
Citation: T. Kollo et H. Neudecker, ASYMPTOTICS OF EIGENVALUES AND UNIT-LENGTH EIGENVECTORS OF SAMPLE VARIANCE AND CORRELATION-MATRICES, Journal of Multivariate Analysis, 47(2), 1993, pp. 283-300
Authors:
NEUDECKER H
SATORRA A
Citation: H. Neudecker et A. Satorra, A BEST LINEAR UNBIASED ESTIMATOR OF R-BETA WITH A SCALAR VARIANCE MATRIX, Econometric theory, 8(1), 1992, pp. 159-160