EIGENANALYSIS OF SYMMETRIZABLE MATRIX PRODUCTS - A RESULT WITH STATISTICAL APPLICATIONS

Authors
WERMUTH N RUSSMANN H
Citation
N. Wermuth et H. Russmann, EIGENANALYSIS OF SYMMETRIZABLE MATRIX PRODUCTS - A RESULT WITH STATISTICAL APPLICATIONS, Scandinavian journal of statistics, 20(4), 1993, pp. 361-367
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Scandinavian journal of statistics → ACNP
ISSN journal
03036898
Volume
20
Issue
4
Year of publication
1993
Pages
361 - 367
Database
ISI
SICI code
0303-6898(1993)20:4<361:EOSMP->2.0.ZU;2-2
Abstract
A theorem is proven which relates the matrices of eigenvalues and eige nvectors of matrix products AB(T), A(T)B, BA(T), B(T)A if they are sym metrizable, that is if each product itself is expressible as the produ ct of a symmetric and of a positive definite matrix. The result is use d to derive properties of a number of different multivariate statistic al techniques.