Matrix trace Wielandt inequalities with statistical applications

DOI10.1016/J.JSPI.2008.10.026MaRDI QIDQ1015872zbMATH OpenOpenAlexFDO

Authors Shuangzhe Liu, Simo Puntanen, Changyu Lu

Publication date 30 April 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.10.026

zbMATH Keywords

Cauchy-Schwarz inequalityFrucht-Kantorovich inequalitymeasure of associationWielandt inequalityWishart matrix

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

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Cited in

(11)

• Statistics and characterization of matrices by determinant and trace
• The best linear unbiased estimator in a singular linear regression model
• Matrix Euclidean norm Wielandt inequalities and their applications to statistics
• A matrix inequality and its statistical application
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics
• Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors
• Matrix spectral norm Wielandt inequalities with statistical applications
• Stochastic estimates for the trace of functions of matrices via Hadamard matrices
• Mixtures of traces of Wishart and inverse Wishart matrices
• Professor Heinz Neudecker and matrix differential calculus
• A matrix version of the Wielandt inequality and its application to statistics

Describes a project that uses

Uses Software

• Stata
• SAS

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