Neudecker, Heinz A recursion formula for expected negative and positive powers of the central Wishart distribution. (English) Zbl 1274.62356 SORT 31, No. 2, 201-206 (2007). MSC: 62H10 15A69 PDFBibTeX XMLCite \textit{H. Neudecker}, SORT 31, No. 2, 201--206 (2007; Zbl 1274.62356) Full Text: EuDML Link
Neudecker, Heinz A matrix function useful in the estimation of linear continuous-time models. (English) Zbl 1177.15034 SORT 30, No. 1, 85-90 (2006). MSC: 15A69 PDFBibTeX XMLCite \textit{H. Neudecker}, SORT 30, No. 1, 85--90 (2006; Zbl 1177.15034) Full Text: EuDML Link
Neudecker, H. Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix. A matrix generalitzation of Lenng’s domination result. (English) Zbl 1274.62374 SORT 28, No. 2, 191-199 (2004). MSC: 62H12 15A24 15A45 PDFBibTeX XMLCite \textit{H. Neudecker}, SORT 28, No. 2, 191--199 (2004; Zbl 1274.62374) Full Text: EuDML Link
Neudecker, H. On best affine unbiased covariance-preserving prediction of factor scores. (English) Zbl 1274.62411 SORT 28, No. 1, 27-36 (2004). MSC: 62H25 15A24 PDFBibTeX XMLCite \textit{H. Neudecker}, SORT 28, No. 1, 27--36 (2004; Zbl 1274.62411) Full Text: EuDML Link
Neudecker, H. On two matrix derivaties by Kollo and von Rosen. (English) Zbl 1274.15040 SORT 27, No. 2, 153-164 (2003). MSC: 15A69 62H10 PDFBibTeX XMLCite \textit{H. Neudecker}, SORT 27, No. 2, 153--164 (2003; Zbl 1274.15040) Full Text: EuDML Link