Radhakrishna Rao, C. (2000) Statistical proofs of some matrix inequalities Linear Algebra and its Applications, 321 (1-3). pp. 307-320. ISSN 0024-3795
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S00243...
Related URL: http://dx.doi.org/10.1016/S0024-3795(99)00276-1
Abstract
Matrix algebra is extensively used in the study of linear models and multivariate analysis (see for instance Refs. [18,21]). During recent years, there have been a number of papers where statistical results are used to prove some matrix theorems, especially matrix inequalities (Refs. [5,7,8,10,14,15]). In this paper, a number of matrix results are proved using some properties of Fisher information and covariance matrices. A unified approach is provided through the use of Schur complements. It may be noted that the statistical results used are derivable without using matrix theory.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Carlen's Inequality; Cauchy-schwarz Inequality; Generalized Inverse; Harmonic Mean Inequality; Information Inequalities; Kronecker Product; Miline's Inequality; Parallel Sum of Matrices; Schur Complement; Schur Product |
| ID Code: | 42486 |
| Deposited On: | 04 Jun 2011 09:01 |
| Last Modified: | 04 Jun 2011 09:01 |
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