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- Title
An inequality with application to multivariate analysis.
- Authors
THEOBALD, C. M.
- Abstract
An inequality for the trace of the product of two symmetric matrices can be used to simplify the proofs of a number of results in multivariate analysis. This is illustrated on two problems: estimating the parametere of a multivariate normal population, and estimating a system of linear functional relationships between the mean vectors of multivariate normal populations with the same dispersion matrix. A new result is proved for the corresponding structural relationship problem.
- Publication
Biometrika, 1975, Vol 62, Issue 2, p461
- ISSN
0006-3444
- Publication type
Article