A matrix version of the Wielandt inequality and its application to statistics (Q701590)
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scientific article; zbMATH DE number 1824298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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