SIMPLE PROOF OF A GENERAL MATRIX EQUALITY

被引:0
|
作者
NEUDECKER, H
SATORRA, A
机构
[1] UNIV AMSTERDAM,INST ACTUARIAAT & ECON,1011 NH AMSTERDAM,NETHERLANDS
[2] UNIV POMPEU FABRA,DEPT ECON,E-08008 BARCELONA,SPAIN
关键词
ASYMPTOTIC VARIANCE MATRIX OF ESTIMATES; COLUMN SPACE; COVARIANCE-STRUCTURE ANALYSIS; (MOORE-PENROSE) GENERALIZED INVERSE;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper a simple and self-contained proof of a general matrix equality is presented. It was introduced by Shapiro (1987).
引用
收藏
页码:79 / 82
页数:4
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