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A matrix version of the Wielandt inequality and its application to statistics - MaRDI portal

A matrix version of the Wielandt inequality and its application to statistics (Q701590)

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scientific article; zbMATH DE number 1824298
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A matrix version of the Wielandt inequality and its application to statistics
scientific article; zbMATH DE number 1824298

    Statements

    A matrix version of the Wielandt inequality and its application to statistics (English)
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    9 March 2003
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    inequalities involving eigenvalues
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    Wielandt inequality
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    Cauchy-Schwarz inequality
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    Wishart matrix
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    eigenvalues
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    generalized inverse
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    covariance matrix
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    correlation
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