Minima and maxima in multivariate analysis

DOI10.2307/3314675MaRDI QIDQ3888354zbMATH OpenOpenAlexFDO

Authors Chi Song Wong, Kai Sang Wong

Publication date 1980

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3314675

zbMATH Keywords

convex open setsgradientsmaximum likelihood estimatorsmonotone operatorsmultivariate analysis of variancemultivariate normal populationsmultivariate regressionprincipal componentssymbolic matrix derivativestesting extreme values of functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(1)

• Extensions of \(tr[(A^{-1}-B^{-1})(A-B)]\leq 0\) for covariance matrices A, B

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