Extensions of tr[(A^-1-B^-1)(A-B)] 0 for covariance matrices A, B

DOI10.1016/0024-3795(90)90359-KMaRDI QIDQ909751zbMATH OpenOpenAlexFDO

Authors Chi Song Wong

Publication date 1990

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

Full work available at URL https://doi.org/10.1016/0024-3795(90)90359-k

zbMATH Keywords

covariance matricesmaximum likelihood estimatespositive definite matricestrace inequality

Mathematics Subject Classification ID

Miscellaneous inequalities involving matrices (15A45) Foundations and philosophical topics in statistics (62A01)

Recommendations

• A trace inequality for positive definite matrices
• A matrix trace inequality
• Matrix and operator inequalities
• A matrix version of the Wielandt inequality and its applications to statistics
• A matrix version of the Wielandt inequality and its application to statistics

Cites work

• A general approach to optimal control of a regression experiment
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• Inequalities concerning the inverses of positive definite matrices
• Inequalities: theory of majorization and its applications
• Matrix derivatives and its applications in statistics
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• Minima and maxima in multivariate analysis
• On the use of differentials in statistics
• Optimal Weighing Designs
• Perturbation bounds for means of eigenvalues and invariant subspaces
• Weak convergence of the sequence of successive approximations for nonexpansive mappings

Cited in

(2)

• Maximum Submatrix Traces for Positive Definite Matrices
• On inequality for positive definite matrices

This page was built for publication: Extensions of \(tr[(A^{-1}-B^{-1})(A-B)]\leq 0\) for covariance matrices A, B

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q909751)