Maximum Submatrix Traces for Positive Definite Matrices

DOI10.1137/0614027zbMATH Open0772.15009OpenAlexW2021704127MaRDI QIDQ5286281FDOQ5286281

Authors: Ingram Olkin, Svetlozar T. Rachev 

Publication date: 29 June 1993

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0614027

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zbMATH Keywords

covariance matricesmultivariate distributionsdistance of random vectors

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Inequalities; stochastic orderings (60E15) Miscellaneous inequalities involving matrices (15A45)

Cited In (9)

• Choosing joint distributions so that the variance of the sum is small
• On the \(n\)-coupling problem
• THE MULTI-MARGINAL OPTIMAL PARTIAL TRANSPORT PROBLEM
• On a generalization of cyclic monotonicity and distances among random vectors
• Multi-marginal optimal transport and multi-agent matching problems: uniqueness and structure of solutions
• On the local structure of optimal measures in the multi-marginal optimal transportation problem
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint
• Wasserstein barycenters over Riemannian manifolds
• Title not available (Why is that?)

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