A matrix version of the Wielandt inequality and its application to statistics

DOI10.1007/BF02884731zbMath1006.15021OpenAlexW2759487554MaRDI QIDQ701590

Wai-Cheung Ip, Song-Gui Wang

Publication date: 9 March 2003

Published in: Chinese Science Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02884731

zbMATH Keywords

correlationeigenvaluesinequalities involving eigenvaluescovariance matrixgeneralized inverseWielandt inequalityWishart matrixCauchy-Schwarz inequality

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Theory of matrix inversion and generalized inverses (15A09) Inequalities involving eigenvalues and eigenvectors (15A42)

Cites Work

• A maximization problem and its application to canonical correlation
• Matrix Analysis
• Unnamed Item

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