A multivariate version of Samuelson's inequality (Q2575704): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.laa.2005.02.032 / rank
 
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Property / cites work: Bounds for deviations between sample and population statistics / rank
 
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Latest revision as of 13:46, 11 June 2024

scientific article
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A multivariate version of Samuelson's inequality
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    A multivariate version of Samuelson's inequality (English)
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    6 December 2005
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    Covariance matrix
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    Mahalanobis distance
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    Matrix inequalities
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    Orthogonal projector
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    Sample mean
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    Sample variance
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