Separation theorems for singular values of matrices and their applications in multivariate analysis

DOI10.1016/0047-259X(79)90094-0zbMath0445.62069MaRDI QIDQ1145447

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Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

unitarily invariant normsseparation theoremscanonical correlationsmultivariate linear regressionmatrix approximationsGauss-Markoff modelestimation of residualssingular values of matrices

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18)

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Cites Work

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• Reduced-rank regression for the multivariate linear model
• Abrahamse and Koerts' `new estimator' of disturbances in regression analysis
• SYMMETRIC GAUGE FUNCTIONS AND UNITARILY INVARIANT NORMS
• Minimization of Eigenvalues of a Matrix and Optimality of Principal Components
• Linear Statistical Inference and its Applications
• Optimality Properties of Theil's BLUS Residuals
• Maximum Properties and Inequalities for the Eigenvalues of Completely Continuous Operators
• Some Metric Inequalities in the Space of Matrices
• An Extremum Property of Sums of Eigenvalues

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