Statistical proofs of some matrix inequalities (Q1595158)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Statistical proofs of some matrix inequalities
scientific article

    Statements

    Statistical proofs of some matrix inequalities (English)
    0 references
    28 January 2002
    0 references
    Matrix algebra is extensively used in the study of linear models and multivariate analysis. During recent years, there have been a number of papers where statistical results are used to prove some matrix theorems. In this paper, a number of matrix results are proved using some properties of Fisher information and covariance matrices. A unified approach is provided through the use of Schur complements. The statistical results used in the proof are briefly reviewed in the introduction section. The paper contains the sections of Cauchy-Schwarz and related inequalities; A matrix equality; Schur and Kronecker product of matrices; Milne's inequality; Convexity of some matrix functions; Carlen's superadditivity of Fisher information; and Inequalities on principal submatrices of an \(nnd\) matrix.
    0 references
    0 references
    Carlen's inequality
    0 references
    generalized inverse
    0 references
    Kronecker product
    0 references
    Milne's inequality
    0 references
    Schur product
    0 references
    convexity
    0 references
    Fisher information
    0 references
    covariance matrices
    0 references
    Schur complements
    0 references

    Identifiers