Professor Heinz Neudecker and matrix differential calculus

Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application

(2023) Yonghui Liu et al.   JOURNAL OF APPLIED STATISTICS

A score test for detecting extreme values in a vector autoregressive model

(2023) Yonghui Liu et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

An alternative look at the linear regression model

(2022) Oskar Maria Baksalary et al.   STATISTICAL PAPERS

Diagnostic analytics for a GARCH model under skew-normal distributions

(2022) Yonghui Liu et al.   COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic

(2021) Yonghui Liu et al.   JOURNAL OF APPLIED STATISTICS

The Moore–Penrose inverse: a hundred years on a frontline of physics research

(2021) Oskar Maria Baksalary et al.   European Physical Journal H

Matrix differential calculus with applications in the multivariate linear model and its diagnostics

(2021) Shuangzhe Liu et al.   JOURNAL OF MULTIVARIATE ANALYSIS

On the mean and dispersion of the Moore-Penrose generalized inverse of a Wishart matrix

(2020) Shinpei Imori et al.   Electronic Journal of Linear Algebra

Diagnostic Analytics for an Autoregressive Model under the Skew-Normal Distribution

(2020) Yonghui Liu et al.   Mathematics

On Hadamard and Kronecker products in covariance structures for genotype × environment interaction

(2020) Johannes W. R. Martini et al.   Plant Genome

Spatial system estimators for panel models: A sensitivity and simulation study

(2014) Shuangzhe Liu et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

A Theorem on the Rank of a Product of Matrices with Illustration of Its Use in Goodness of Fit Testing

(2014) Albert Satorra et al.   PSYCHOMETRIKA

On Kronecker products, tensor products and matrix differential calculus

(2013) D.S.G. Pollock   INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS

Estimation of the covariance matrix in multivariate partially linear models

(2013) Marcin Przystalski   JOURNAL OF MULTIVARIATE ANALYSIS

Sensitivity analysis of SAR estimators: a numerical approximation

(2012) Shuangzhe Liu et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

A note on the representation of $${E\left({\textit{\textbf {x}}}\otimes {\textit{\textbf {xx}}}^{\prime}\right) }$$ and $${E\left({\textit{\textbf {xx}}}^{\prime }\otimes {\textit{\textbf {xx}}}^{\prime }\right)}$$ for the random vector x

(2011) Johan Lyhagen   STATISTICAL PAPERS

On the mean and variance of the generalized inverse of a singular Wishart matrix

(2011) R. Dennis Cook et al.   Electronic Journal of Statistics

On the concept of matrix derivative

(2010) Jan R. Magnus   JOURNAL OF MULTIVARIATE ANALYSIS

Matrix trace Wielandt inequalities with statistical applications

(2009) Shuangzhe Liu et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

An alternative form of the Watson efficiency

(2009) Hu Yang et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Core inverse of matrices

(2009) Oskar Maria Baksalary et al.   LINEAR & MULTILINEAR ALGEBRA

Further inequalities involving the Khatri-Rao product

(2009) Zhongpeng Yang et al.   LINEAR ALGEBRA AND ITS APPLICATIONS

Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models

(2009) Shuangzhe Liu et al.   STATISTICAL PAPERS

Multivariate skewness and kurtosis measures with an application in ICA

(2008) Tõnu Kollo   JOURNAL OF MULTIVARIATE ANALYSIS

On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity

(2008) Shuangzhe Liu et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

Problem section

(2008)   STATISTICAL PAPERS