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

Shuangzhe Liu, Víctor Leiva, Dan Zhuang, Tiefeng Ma, Jorge I. Figueroa-Zúñiga. Matrix differential calculus with applications in the multivariate linear model and its diagnostics. J. Multivariate Analysis, 188:104849, 2022. [doi]

Abstract

Abstract is missing.