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A matrix inequality and its statistical application

โœ Scribed by Jiming Jiang

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
111 KB
Volume
307
Category
Article
ISSN
0024-3795

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โœฆ Synopsis

Let A 1 , . . . , A s be nonnegative definite matrices. We prove that there are constants c i , 1 i s, depending on A 1

๐Ÿ“œ SIMILAR VOLUMES

A matrix version of the Wielandt inequal
A matrix version of the Wielandt inequality and its applications to statistics
โœ Song-Gui Wang; Wai-Cheung Ip ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 110 KB

Suppose that A is an n ร‚ n positive deยฎnite Hermitian matrix. Let X and Y be n ร‚ p and n ร‚ q matrices, respectively, such that X รƒ Y 0. The present article proves the following inequality, where k 1 and k n are respectively the largest and smallest eigenvalues of A, and M ร€ stands for a generalized