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Some applications of the matrix Haffian in connection with differentiable matrix functions of a central Wishart variate

Authors
Publication date
1 January 2001
Publisher
Institut d'Estadística de Catalunya

Abstract

In this paper we revisit Haff's seminal work on the matrix Haffian as we proposed to call it. We review some results, and give new derivations. Use is made of the link between the matrix Haffian ÑF and the differential of the matrix function, dF

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