An inequality for a sum of quadratic forms with applications to probability theory

DOI10.1016/0024-3795(80)90184-6zbMath0434.15017OpenAlexW2054101810MaRDI QIDQ1139648

T. W. Anderson, John B. Taylor

Publication date: 1980

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(80)90184-6

zbMATH Keywords

martingale convergenceleast-squares estimatesKronecker lemmasum of quadratic forms

Mathematics Subject Classification ID

Linear inference, regression (62J99) Miscellaneous inequalities involving matrices (15A45) Quadratic and bilinear forms, inner products (15A63)

Related Items (7)

Inequalities for sums of matrix quadratic forms ⋮ On some matrix inequalities. ⋮ Strong consistency of least squares estimates in multiple regression models with random regressors ⋮ Some strong consistency results in stochastic regression ⋮ AN ANDERSON-TAYLOR TYPE INEQUALITY VIA THE SCHUR COMPLEMENT ⋮ On Anderson-Taylor type inequalities for \(\tau\)-measurable operators ⋮ An inequality for a sum of forms

Cites Work

• Unnamed Item
• Strong consistency of least squares estimates in normal linear regression
• A matrix Kronecker lemma
• Strong consistency of least squares estimates in dynamic models
• Limit theorems for weighted sums and stochastic approximation processes
• Strong consistency of least squares estimates in multiple regression
• Asymptotic Properties of Multiperiod Control Rules in the Linear Regression Model

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