Unfamiliar hessian matrix expression


Unfamiliar hessian matrix expression

Postby Guest » Thu Jan 09, 2020 2:11 pm

I am familiar with the hessian matrix having the square in the numerator and a product of partial derivatives in the denominator:

[tex]Hessian = \frac{\partial^2 f}{\partial x_i \partial x_j}[/tex].

However, I have come across a different expression, source: https://users.ugent.be/~yrosseel/lavaan/lavaan2.pdf (slide 40)

[tex]nCov(\hat\theta) =A^{-1}=[-Hessian]^{-1} = [-\partial F(\hat\theta)/(\partial\hat\theta\partial\hat\theta')]^{-1}[/tex].

A - represents a hessian matrix.

I am curious are the one attached and usual hessian matrix interchangeable somehow? Why is there no square and a derivative appears in the denominator in the attached example?

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