ronm

@ronm Member since Dec 2010

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A question on matrix calculation Forum Reply

13 years, 9 months ago

any suggestion pls? Thanks, Forum Reply

any suggestion pls? Thanks,

13 years, 9 months ago

A question on matrix calculation Forum Reply

13 years, 9 months ago

Hello all, let say I have a PD symmetric matrix Sigma (order n) and two matrices A and B as order rXn. Now consider the expression: (A * Sigma * A') - (B * Sigma * B') C… Forum_Topic

Hello all, let say I have a PD symmetric matrix Sigma (order n) and two matrices A and B as order rXn. Now consider the expression: (A * Sigma * A') - (B * Sigma * B') C…

13 years, 9 months ago

Hi all, I have a probably simple question on a general function, let say I have a real valued function y = f(x), x >= 0 Now I have calculated that for all x, the 1st derivati… Forum_Topic

Hi all, I have a probably simple question on a general function, let say I have a real valued function y = f(x), x >= 0 Now I have calculated that for all x, the 1st derivati…

14 years, 4 months ago

Hi there, I need to compare two Variance-covariance matrices for 2 arbitrary random vectors (assuming both are multivariate normal with Zero location). I am aware of different M… Forum_Topic

Hi there, I need to compare two Variance-covariance matrices for 2 arbitrary random vectors (assuming both are multivariate normal with Zero location). I am aware of different M…

15 years, 2 months ago

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any suggestion pls? Thanks,

13 years, 9 months ago

Thanks for your comment. Basically I want to have a Statistical test as H0: A * Sigma * A' = …

13 years, 9 months ago

okay, let say r = 1 and n > 1. In this restricted scenario what will be the case? Thanks,

13 years, 9 months ago

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