Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis

DOI10.1007/BF02926043zbMath0838.62047OpenAlexW2007756922MaRDI QIDQ1907860

Heinz Neudecker, Shuangzhe Liu

Publication date: 13 February 1996

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02926043

zbMATH Keywords

canonical correlation analysispositive semidefinite matricesCauchy-Schwarz inequalitymatrix trace

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Linear inequalities of matrices (15A39)

Related Items (2)

Matrix differential calculus with applications in the multivariate linear model and its diagnostics ⋮ Reverses of Schwarz inequality in inner product spaces with applications

Cites Work

• Canonical correlation analysis with linear constraints
• Maximizing bilinear forms subject to linear constraints
• Extremes of Determinants and Optimality of Canonical Variables
• Linear Statistical Inference and its Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis