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02.4.1. On Hadamard Product of Square Roots of Correlation Matrices—Solution

Published online by Cambridge University Press:  01 August 2003

Shuangzhe Liu
Shuangzhe Liu
Affiliation:
Australian National University, Canberra, Australia
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Extract

On Hadamard product of square roots of correlation matrices—solution.

Type
PROBLEMS AND SOLUTIONS
Information
Econometric Theory , Volume 19 , Issue 4 , August 2003 , pp. 703 - 704
Copyright
© 2003 Cambridge University Press

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References

REFERENCES

Liu, S. & H. Neudecker (1997) Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models. Statistica Neerlandica 51, 345–355.Google Scholar
Rao, C.R. & M.B. Rao (1998) Matrix Algebra and Its Applications to Statistics and Econometrics. Singapore: World Scientific.
Zhang, F.-Z. (1999) Matrix Theory: Basic Results and Techniques. New York: Springer-Verlag.