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The Equality Cases for the Inequalities of Fischer, Oppenheim, and Ando for General M -Matrices

✍ Scribed by Zhang, Xiao-Dong


Book ID
118216037
Publisher
Society for Industrial and Applied Mathematics
Year
2003
Tongue
English
Weight
187 KB
Volume
25
Category
Article
ISSN
0895-4798

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Assume a joint 2p-variate normal distribution for the p-component vectors and y with unknown mean and unknown variance-covariance matrices Zz. and Zuyy respectively, with Cov (5, y) =Zzu. No assumptions are made about the nature of Zzu. The likelihood ratio method is investigated to test the hypoth