Some decompositions of matrix variances

zbMATH Open1429.62313MaRDI QIDQ2874339FDOQ2874339

Authors: Zoltán Léka, Dénes Petz 

Publication date: 29 January 2014

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: http://math.uni.wroc.pl/~pms/publicationsArticle.php?nr=33.2&nrA=1&ppB=191&ppE=199

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zbMATH Keywords

covarianceprojectionsdecompositionvariancedensity matrix

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Parametric inference under constraints (62F30)

Cited In (7)

• Some properties of expectations and variances of matrices
• A characterization theorem for matrix variances
• On matrix variance inequalities
• Title not available (Why is that?)
• A note on extremal decompositions of covariances
• VAR analysis, nonfundamental representations, Blaschke matrices
• Matrix variances with projections

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