Je. Pecaric et al., SOME FURTHER MATRIX EXTENSIONS OF THE CAUCHY-SCHWARZ AND KANTOROVICH INEQUALITIES, WITH SOME STATISTICAL APPLICATIONS, Linear algebra and its applications, 237, 1996, pp. 455-476
The well-known Cauchy-Schwarz and Kantorovich inequalities may be expr
essed in terms of vectors and a positive definite matrix. We consider
what happens to these inequalities when the vectors are replaced by ma
trices, the positive definite matrix is allowed to be positive semidef
inite singular, and the usual inequalities are replaced by Lowner part
ial orderings. Some examples in the context of linear statistical mode
ls are presented.