KANTOROVICH AND GAUCHY-SCHWARZ INEQUALITIES INVOLVING POSITIVE SEMIDEFINITE MATRICES, AND EFFICIENCY COMPARISONS FOR A SINGULAR LINEAR-MODEL

Authors
LIU SZ NEUDECKER H
Citation
Sz. Liu et H. Neudecker, KANTOROVICH AND GAUCHY-SCHWARZ INEQUALITIES INVOLVING POSITIVE SEMIDEFINITE MATRICES, AND EFFICIENCY COMPARISONS FOR A SINGULAR LINEAR-MODEL, Linear algebra and its applications, 259, 1997, pp. 209-221
Citations number
26
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
259
Year of publication
1997
Pages
209 - 221
Database
ISI
SICI code
0024-3795(1997)259:<209:KAGIIP>2.0.ZU;2-E
Abstract
Matrix Kantorovich inequalities involving two positive semidefinite ma trices are presented. Corresponding Cauchy-Schwarz inequalities are di scussed. Some of these are used to compare several efficient and ineff icient estimators for a singular linear model. (C) Elsevier Science In c., 1997.