The second-order derivatives of matrices of eigenvalues and eigenvectors with an application to generalized F-statistic-Reference-Cited by-同舟云学术

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The second-order derivatives of matrices of eigenvalues and eigenvectors with an application to generalized F-statistic

Published:2004-09 Issue: Volume:388 Page:159-171
ISSN:0024-3795
Container-title:Linear Algebra and its Applications
language:en
Short-container-title:Linear Algebra and its Applications

Author:

Dunajeva Olga

Publisher

Elsevier BV

Subject

Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory

Reference8 articles.

1. H.-B. Fang, K.-T. Fang, J.-J. Liang, R.-Z. Li, New noncentral t- and F-distributions for highdimensional mean tests, Technical Report MATH-156, Hong Kong Baptist University, Department of Mathematics, 1997

2. Approximation of the non-null distribution of generalized T2 statistics;Fang;Linear Algebra Appl.,2000

3. Matrix Derivative in Multivariate Statistics (in Russian);Kollo,1991

4. The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix;Kollo;Linear Algebra Appl.,1997

5. Exact t and F tests for analysing studies with multiple endpoints;Läuter;Biometrics,1996

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