A multivariate version of Samuelson's inequality

DOI10.1016/J.LAA.2005.02.032MaRDI QIDQ2575704zbMATH OpenOpenAlexFDO

Authors Götz Trenkler, Simo Puntanen

Publication date 6 December 2005

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

Full work available at URL https://doi.org/10.1016/j.laa.2005.02.032

zbMATH Keywords

Mahalanobis distanceCovariance matrixSample varianceSample meanOrthogonal projectorMatrix inequalities

Mathematics Subject Classification ID

Multivariate analysis (62H99) Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15) Miscellaneous inequalities involving matrices (15A45)

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Cites work

• scientific article; zbMATH DE number 3849412 (Why is no real title available?)
• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
• scientific article; zbMATH DE number 4020230 (Why is no real title available?)
• scientific article; zbMATH DE number 3537102 (Why is no real title available?)
• Bounds for deviations between sample and population statistics
• On a Criterion for the Rejection of Observations and the Distribution of the Ratio of Deviation to Sample Standard Deviation
• Some comments and a bibliography on the Laguerre-Samuelson inequality with extensions and applications in statistics and matrix theory

Cited in

(9)

• Generalization of Samuelson's inequality and location of eigenvalues
• Some generalizations and probability versions of Samuelson's inequality
• Bounds for a multivariate extension of range over standard deviation based on the Mahalanobis distance
• Professor Heinz Neudecker and matrix differential calculus
• Laguerre-Samuelson type inequalities
• Some bounds on sample parameters with refinements of Samuelson and Brunk inequalities
• scientific article; zbMATH DE number 3908119 (Why is no real title available?)
• Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
• Some comments and a bibliography on the Laguerre-Samuelson inequality with extensions and applications in statistics and matrix theory

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