Some further matrix extensions of the Cauchy-Schwarz and Kantorovich inequalities, with some statistical applications

被引:21
作者
Pecaric, JE
Puntanen, S
Styan, GPH
机构
[1] UNIV TAMPERE,DEPT MATH SCI,FIN-33101 TAMPERE,FINLAND
[2] MCGILL UNIV,DEPT MATH & STAT,MONTREAL,PQ H3A 2K6,CANADA
基金
加拿大自然科学与工程研究理事会;
关键词
D O I
10.1016/0024-3795(95)00679-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The well-known Cauchy-Schwarz and Kantorovich inequalities may be expressed in terms of vectors and a positive definite matrix. We consider what happens to these inequalities when the vectors are replaced by matrices, the positive definite matrix is allowed to be positive semidefinite singular, and the usual inequalities are replaced by Lowner partial orderings. Some examples in the context of linear statistical models are presented.
引用
收藏
页码:455 / 476
页数:22
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