Name
Abstract | ||
|---|---|---|
In statistics and econometrics, the equivalence between matrix inequalities A >= B double left right arrow B(-1) >= A(-1) is used to obtain a lower bound on the variance matrix, where A, B are symmetric and positive definite. The same property holds for linear operators on Hilbert spaces that are bijective, self-adjoint, and positive definite. I give a short and elementary proof of this fact. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.4169/amer.math.monthly.118.01.082 | AMERICAN MATHEMATICAL MONTHLY |
Field | DocType | Volume |
Hilbert space,Bijection,Algebra,Upper and lower bounds,Matrix (mathematics),Elementary proof,Positive-definite matrix,Pure mathematics,Equivalence (measure theory),Operator (computer programming),Mathematics | Journal | 118 |
Issue | ISSN | Citations |
1 | 0002-9890 | 0 |
PageRank | References | Authors |
0.34 | 0 | 1 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Alexis Akira Toda | 1 | 0 | 1.01 |