Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model

DOI10.1016/S0024-3795(96)00284-4MaRDI QIDQ1362634zbMATHFDO

Authors Shuangzhe Liu, Heinz Neudecker

Publication date 22 February 1998

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

Moore-Penrose inversepositive semidefinite matrixsingular linear modelCauchy-Schwarz-type inequalitiesmatrix Kantorovich inequality

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Miscellaneous inequalities involving matrices (15A45)

Recommendations

• Generalized matrix versions of the Cauchy-Schwarz and Kantorovich inequalities
• Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications
• Some Matrix Norm Kantorovich Inequalities and Their Applications
• scientific article; zbMATH DE number 2094574
• Matrix versions of the Cauchy and Kantorovich inequalities

Cites work

• scientific article; zbMATH DE number 3858223 (Why is no real title available?)
• scientific article; zbMATH DE number 3940480 (Why is no real title available?)
• scientific article; zbMATH DE number 18868 (Why is no real title available?)
• scientific article; zbMATH DE number 54090 (Why is no real title available?)
• scientific article; zbMATH DE number 529998 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• A matrix version of the Ky Fan generalization of the kantorovich inequality
• Bounds for the trace of the difference of the covariance matrices of the OLSE and BLUE
• Comparison of Least Squares and Minimum Variance Estimates of Regression Parameters
• Constrained Kantorovich inequalities and relative efficiency of least squares
• Extending some results and proofs for the singular linear model
• Generalized matrix versions of the Cauchy-Schwarz and Kantorovich inequalities
• Matrix versions of the Cauchy and Kantorovich inequalities
• On the minimum efficiency of least squares
• Optimum properties of latin square designs and a matrix inequality
• Several matrix Kantorovich-type inequalities
• Some extensions of the Kantorovich inequality and statistical applications
• Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications
• The inefficiency of least squares
• The inefficiency of least squares: Extensions of the Kantorovich inequality

Cited in

(4)

• Professor Heinz Neudecker and matrix differential calculus
• Some Matrix Norm Kantorovich Inequalities and Their Applications
• Inequalities involving Hadamard products of positive semidefinite matrices
• A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities

This page was built for publication: Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1362634)