Integral first-order Taylor formula for a vector map

ID: integral-first-order-taylor-formula-for-a-vector-map

For a continuously differentiable vector-valued function whose domain contains the segment from to , apply the fundamental theorem of calculus componentwise to . The resulting integral matrix is valid even when there is no common intermediate point giving a vector mean-value formula. For a score function, it integrates the Hessian matrix along the segment to a candidate estimate.

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