Matrix trace Wielandt inequalities with statistical applications

DOI10.1016/j.jspi.2008.10.026zbMath1160.62060OpenAlexW2059157278MaRDI QIDQ1015872

Shuangzhe Liu, Simo Puntanen, Chang-Yu Lu

Publication date: 30 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.10.026

zbMATH Keywords

Wielandt inequalityWishart matrixCauchy-Schwarz inequalitymeasure of associationFrucht-Kantorovich inequality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (5)

Matrix spectral norm Wielandt inequalities with statistical applications ⋮ Matrix Euclidean norm Wielandt inequalities and their applications to statistics ⋮ Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors ⋮ The best linear unbiased estimator in a singular linear regression model ⋮ Matrix differential calculus with applications in the multivariate linear model and its diagnostics

Uses Software

• Stata
• SAS

Cites Work

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• Linear regression.
• Operator trigonometry of statistics and econometrics
• Pitman optimality of covariance-improved estimators
• Efficiency comparisons between the OLSE and the BLUE in a singular linear model
• Equivalence of the wielandt inequality and the kantorovich inequality
• Matrix theory. Basic results and techniques

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