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

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

C. Radhakrishna Rao

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)

Related Items

Reduced-rank growth curve models, Perturbation analysis of the canonical correlations of matrix pairs, The restricted subordination problem for stationary sequences, Nonlinear eigenvector algorithms for local optimization in multivariate data analysis, Small area estimation using reduced rank regression models, A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers, A singular value decomposition of a \(k\)-way array for a principal component analysis of multiway data, \(\text{PTA-}k\), Linear parameter-varying subspace identification: a unified framework, Canonical correlations and generalized SVD: Applications and new algorithms, Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality, SVD, discrepancy, and regular structure of contingency tables, Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality, On estimation in some reduced rank extended growth curve models, Some extensions of the Kantorovich inequality and statistical applications, A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS, Extremes of ratios of determinants and canonical correlation variables, Spectra, Euclidean representations and clusterings of hypergraphs, Principal component analysis with external information on both subjects and variables, Statistical and Knowledge Supported Visualization of Multivariate Data, Perturbation inequalities and confidence sets for functions of a scatter matrix., Matrix correlation, On a separation theorem for generalized eigenvalues and a problem in the analysis of sample surveys, Spectra and optimal partitions of weighted graphs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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