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On the use of differentials in statistics

Authors
Journal
Linear Algebra and its Applications
0024-3795
Publisher
Elsevier
Publication Date
Volume
70
Identifiers
DOI: 10.1016/0024-3795(85)90060-6
Disciplines
  • Mathematics

Abstract

Abstract This paper explores the connections between symbolic matrix derivatives as developed in the statistical literature and the mathematical theory of differentials. It is shown how many published results on symbolic matrix derivatives can be obtained by straightforward algebraic manipulations. Monotone operators and quadratic differential forms are used to solve certain extreme-value problems in statistics in a simple and rigorous way.

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