Inequalities associated with intra-inter-class correlation matrices.

DOI10.1016/S0047-259X(03)00103-9MaRDI QIDQ1421871zbMATH OpenFDO

Authors Hiroshi Kurata

Publication date 3 February 2004

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

MajorizationOrthogonal groupGroup-induced orderingIntra--inter-class correlationMTP2Probability inequality

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Theory of statistical experiments (62B15)

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• Inequalities for a class of positively dependent random variables with a common marginal
• Inequalities: theory of majorization and its applications
• M-matrices as covariance matrices of multinormal distributions
• The multivariate normal distribution
• The role of the covariance matrix in the least-squares estimation for a common mean

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(3)

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• Some comments on several matrix inequalities with applications to canonical correlations: historical background and recent developments

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