A multivariate version of Samuelson's inequality (Q2575704)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate version of Samuelson's inequality |
scientific article |
Statements
A multivariate version of Samuelson's inequality (English)
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6 December 2005
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Covariance matrix
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Mahalanobis distance
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Matrix inequalities
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Orthogonal projector
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Sample mean
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Sample variance
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