Some decompositions of matrix variances

MaRDI QIDQ2874339zbMATH OpenFDO

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

zbMATH Keywords

covarianceprojectionsdecompositionvariancedensity matrix

Mathematics Subject Classification ID

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

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(7)

• Some properties of expectations and variances of matrices
• A characterization theorem for matrix variances
• On matrix variance inequalities
• scientific article; zbMATH DE number 6453454 (Why is no real title available?)
• A note on extremal decompositions of covariances
• VAR analysis, nonfundamental representations, Blaschke matrices
• Matrix variances with projections

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