The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...

Random Matrix Theory (RMT) has emerged as an indispensable framework for understanding the statistical properties of matrices whose entries are determined by probabilistic processes. Initially ...

This is a preview. Log in through your library . Abstract In this paper three important matrix differentiation theorems are established and some special cases pointed out. The results are used to ...

Most of the mammalian diversity is known only from fossils, and only a few of these fossils are well preserved or abundant. This undersampling poses serious problems for understanding mammalian ...