Minima and maxima in multivariate analysis

DOI10.2307/3314675zbMath0444.62058OpenAlexW2067339995MaRDI QIDQ3888354

Chi Song Wong, Kai Sang Wong

Publication date: 1980

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314675

zbMATH Keywords

multivariate normal populationsmonotone operatorsmaximum likelihood estimatorsprincipal componentsmultivariate regressiongradientsmultivariate analysis of varianceconvex open setssymbolic matrix derivativestesting extreme values of functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Extensions of \(tr[(A^{-1}-B^{-1})(A-B)\leq 0\) for covariance matrices A, B]

Cites Work

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• Linear Statistical Inference and its Applications
• A new matrix product and its applications in partitioned matrix differentiation
• Symbolic Matrix Derivatives

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