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December 1, 1969Journal of the American Statistical Association

Multivariate Maxima and Minima with Matrix Derivatives

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Authors

DTDerrick S. TracyPDPaul S. DwyerUniversity of California, Riverside

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Tracy et al. (1969) studied this question.

synapsesocial.com/papers/6a0a0d7016dfdfe7ed34919bhttps://doi.org/10.1080/01621459.1969.10501078
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Also Consider

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  1. 1Extrema of quadratic forms with applications to statistics1959 · 12 citations
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  3. 3Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products1969 · 278 citations