A matrix version of the Wielandt inequality and its application to statistics
文献类型：期刊论文
| 作者 | Wang, SG; Ip, WC |
| 刊名 | CHINESE SCIENCE BULLETIN
 |
| 出版日期 | 1999 |
| 卷号 | 44期号:2页码:118-121 |
| 关键词 | Wielandt inequality Cauchy-Schwarz inequality Wishart matrix |
| ISSN号 | 1001-6538 |
| 英文摘要 | Suppose that A is an n (x) n positive definite Hemitain matrix. Let X and Y be n (x) p and n (x) q matrices (p + q less than or equal to n), such that X* Y = 0, the following inequality is proved [GRAPHICS] where lambda(t) and lambda(n) are respectively the largest and smallest eigenvalues of A, and M stands for a generalized inverse of M. This Inequality is an extension of the well-known Wielandt inequality in which both X and Y are vectors. The inequality is utilized to obtain some interesting inequalities about covariance matrix and various correlation coefficients including the canonical correlation, multiple and simple correlation. |
| WOS研究方向 | Science & Technology - Other Topics |
| 语种 | 英语 |
| WOS记录号 | WOS:000079243000006 |
| 出版者 | SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14531]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wang, SG |
| 作者单位 | 1.Beijing Polytech Univ, Dept Appl Math, Beijing 100022, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China 3.Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, SG,Ip, WC. A matrix version of the Wielandt inequality and its application to statistics[J]. CHINESE SCIENCE BULLETIN,1999,44(2):118-121. |
| APA | Wang, SG,&Ip, WC.(1999).A matrix version of the Wielandt inequality and its application to statistics.CHINESE SCIENCE BULLETIN,44(2),118-121. |
| MLA | Wang, SG,et al."A matrix version of the Wielandt inequality and its application to statistics".CHINESE SCIENCE BULLETIN 44.2(1999):118-121. |
入库方式： OAI收割
来源：数学与系统科学研究院
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