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Resumen de On two matrix derivatives by Kollo and von Rosen

Heinz Neudecker

  • The article establishes relationships between the matrix derivatives of F with respect to X as introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative. The usual transformations apply and the Moore-Penrose inverse of the duplication matrix is used. Both X and F have the same dimension.


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