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A functional calculus for a matrix perturbation of ddx

✍ Scribed by Maxim J Goldberg


Book ID
107795068
Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
625 KB
Volume
102
Category
Article
ISSN
0022-1236

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Let 7 be an unknown covariance matrix. Perturbation (in)equalities are derived for various scale-invariant functionals of 7 such as correlations (including partial, multiple and canonical correlations) or angles between eigenspaces. These results show that a particular confidence set for 7 is canoni