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Results: 59
Number of items: 59
  • Liu, S., & Neudecker, H. (1995). Characterization of a projector. Econometric Theory, 11, 668-669.
  • Neudecker, H., & Satorra, A. (1995). The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix. (Report AE 2/95). Unknown Publisher.
  • Neudecker, H., & Satorra, A. (1995). Compact matrix expressions for generalized Wald tests of equality of moment vectors. (Economics working paper; No. 127). Universitat Pompeu Fabra.
  • Liu, S., & Neudecker, H. (1995). Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis. Statistical Papers, 36, 287-298. https://doi.org/10.1007/BF02926043
  • Liu, S., & Neudecker, H. (1995). Characterization of an orthogonal projection matrix. Econometric Theory, 11, 647-647. https://doi.org/10.1017/S0266466600009567
  • Boswijk, H. P., Neudecker, H., & Liu, S. (1994). A note on the asymptotics of a stochastic vector difference equation. Biometrika, 81(1), 216-218. https://doi.org/10.1093/biomet/81.1.216
  • Boswijk, H. P., Neudecker, H., & Liu, S. (1994). A note on the asymptotics of a stochastic vector difference equation. (Note AE; No. N2/94). UvA.
  • Open Access
    Boswijk, P., & Neudecker, H. (1994). An inequality between perpendicular least-squares and ordinary least-squares. Econometric Theory, 10(2), 441-442. https://doi.org/10.1017/S0266466600008537
  • Open Access
    Boswijk, H. P., & Neudecker, H. (1990). Property of a matrix used in multidimensional scaling. Econometric Theory, 6, 285-285.
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