A note on the expected value of an inverse matrix

By Theodore Groves, T. Rothenberg. 1969

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Citations in the corpus

• On the Outsized Importance of Learning Rates in Local Update Methods (2020, background): “Lemma 31 (Groves and Rothenberg (1969)) Let A be a random matrix such that A is always real, symmetric, and positive definite.”
• Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems (2004, unknown): “∂σj(x, ξ, θ) ∂ξk =  σj(x, ξ, θ)(1− σj(x, ξ, θ)) k = j −σk(x, ξ, θ)σj(x, ξ, θ) if k 6= j, (16)”