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Matrix trace Wielandt inequalities with statistical applications |
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| Authors: | Shuangzhe Liu Changyu Lu Simo Puntanen |
| Institution: | 1. Faculty of Information Sciences and Engineering, University of Canberra, Canberra, ACT 2601, Australia;2. Financial Research Center, Shanghai Finance University, Shanghai 201209, China;3. Department of Mathematics and Statistics, University of Tampere, FI-33014, Finland |
| Abstract: | The vector correlation coefficient and other measures of association play a very important role in statistics and especially in multivariate analysis. In this paper a new measure of association is proposed and its upper bound is presented by using a matrix trace Wielandt inequality. Also given are relevant results involving Wishart matrices widely used in multivariate analysis, and especially a new alternative for the relative gain of the covariance adjusted estimator of a vector of parameters. |
| Keywords: | Wielandt inequality Cauchy&ndash Schwarz inequality Frucht&ndash Kantorovich inequality Measure of association Wishart matrix |
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