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

DOI10.1016/0024-3795(90)90359-KzbMath0695.15011OpenAlexW2050940305MaRDI QIDQ909751

Chi Song Wong

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0024-3795(90)90359-k

zbMATH Keywords

positive definite matricesmaximum likelihood estimatestrace inequalitycovariance matrices

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Miscellaneous inequalities involving matrices (15A45)

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