Extensions of \(tr[(A^{-1}-B^{-1})(A-B)]\leq 0\) for covariance matrices A, B (Q909751)
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scientific article; zbMATH DE number 4137967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extensions of \(tr[(A^{-1}-B^{-1})(A-B)]\leq 0\) for covariance matrices A, B |
scientific article; zbMATH DE number 4137967 |
Statements
Extensions of \(tr[(A^{-1}-B^{-1})(A-B)]\leq 0\) for covariance matrices A, B (English)
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1990
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trace inequality
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positive definite matrices
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maximum likelihood estimates
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covariance matrices
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