Some observations on variance matrices

DOI10.1016/J.LAA.2013.04.008MaRDI QIDQ2637164zbMATH OpenOpenAlexFDO

Authors Miroslav Fiedler

Publication date 19 February 2014

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

Full work available at URL https://doi.org/10.1016/j.laa.2013.04.008

zbMATH Keywords

decay ratepositive definite matrixtotally positive matrixvariance matrices

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48)

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Cites work

• A factorization of totally nonsingular matrices over a ring with identity
• Factored matrices can generate combinatorial identities
• Four short stories about Toeplitz matrix calculations

Cited in

(3)

• VAR analysis, nonfundamental representations, Blaschke matrices
• On matrix variance inequalities
• A characterization theorem for matrix variances

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