Bounds on Mahalanobis norms and their applications

DOI10.1016/S0024-3795(97)00235-8zbMath0887.15026WikidataQ127216954 ScholiaQ127216954MaRDI QIDQ1369288

Donald R. Jensen

Publication date: 20 October 1997

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

zbMATH Keywords

positive definite matricesboundsgeneralized eigenvalue problemMahalanobis norms

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Cites Work

• Majorants and minorants for elliptical measures on \(\mathbb{R}^ k\)
• Über monotone Matrixfunktionen
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Ordering Ellipsoidal Measures: Scale and Peakedness Orderings
• Approximations to Joint Distributions of Definite Quadratic Forms
• On maximization of the integral of a bell‐shaped function over a symmetric set
• A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
• Distribution of Definite and of Indefinite Quadratic Forms
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Bounds on Mahalanobis norms and their applications