Spectrum and trace invariance criterion and its statistical applications

DOI10.1016/0024-3795(90)90260-JzbMath0714.15002MaRDI QIDQ750561

Jerzy K. Baksalary, Simo Puntanen

Publication date: 1990

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

zbMATH Keywords

generalized inverse; canonical correlations; rectangular matrices; Gauss-Markov model; spectrum invariance; trace invariance

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

15A09: Theory of matrix inversion and generalized inverses

15A18: Eigenvalues, singular values, and eigenvectors

Related Items

Löwner partial ordering and space preordering of Hermitian non-negative definite matrices, Left-star and right-star partial orderings, The BLUE's covariance matrix revisited: A review, Some further results on Hermitian-matrix inequalities, A note on invariance of the eigenvalues, singular values, and norms of matrix products involving generalized inverses, Some remarks on partial orderings of nonnegative definite matrices, Further results on invariance of the eigenvalues of matrix product involving generalized inverses

Cites Work

• Rank invariance criterion and its application to the unified theory of least squares
• The matrix inequality \(M \leq B^*MB\)
• 1-2 inverses and the invariance of \(BA^+C\)
• A note on multiple and canonical correlation for a singular covariance matrix
• Mean square error matrix improvements and admissibility of linear estimators
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Range invariance of certain matrix products
• Matrix Analysis
• Linear Least Squares Regression
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